Vanguard S&P Small-Cap 600 Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.24% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.4815 | 14,814,850.00 | |
| 0.0330 | 330,300.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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