Vanguard Russell 1000 Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.49% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 17.37 | |
| 0.0194 | 2.16 | |
| 0.8633 | 162.42 | |
| 0.1910 | 18.45 |
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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