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	param	t-stat
$ω$	0.9342	8.77
$α$	0.0873	6.14
$β$	0.8750	48.50
$γ_{1}$	0.0072	2.36

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Vanguard S&P Small-Cap 600 ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.23% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P Small-Cap 600 ETF Analyses