Vanguard Russell 1000 Value GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.08% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 20.61 | |
| 0.1711 | 31.13 | |
| 0.7839 | 131.24 |
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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