Vanguard Russell 1000 Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.79% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 4.33 | |
| 0.1949 | 18.75 | |
| 0.9614 | 520.54 | |
| -0.1419 | -15.57 |
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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