Vanguard Russell 1000 Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.79% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 0.99 | |
| 0.1297 | 20.47 | |
| 0.8470 | 153.22 | |
| 0.5521 | 9.55 |
Estimation Period:
Sep 22, 2010 to Feb 13, 2026
Sep 22, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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