Vanguard Russell 1000 Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.35% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0749 | 7.12 | |
| 0.1344 | 7.81 | |
| 0.8284 | 40.26 | |
| 0.0298 | 2.94 | |
| -0.0449 | -2.26 |
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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