Vanguard Russell 1000 EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.31% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 0.36 | |
| 0.2091 | 13.00 | |
| 0.9481 | 354.15 | |
| -0.1702 | -15.76 |
Estimation Period:
Sep 22, 2010 to Feb 6, 2026
Sep 22, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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