Vanguard Russell 1000 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.66% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1693 | 7.14 | |
| 0.1544 | 7.66 | |
| 0.8014 | 34.12 | |
| 0.0212 | 2.65 | |
| -0.0274 | -2.67 |
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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