Vanguard S&P Small-Cap 600 Value ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.18% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 17.05 | |
| 0.0808 | 23.89 | |
| 0.9026 | 254.90 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard S&P Small-Cap 600 Value ETF Analyses
Other GARCH Analyses on ETFs