Vanguard Russell 1000 Value GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.37% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 20.62 | |
| 0.1719 | 31.14 | |
| 0.7831 | 130.66 |
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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