Vanguard S&P 500 Growth ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.09% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 15.82 | |
| 0.1401 | 36.00 | |
| 0.8407 | 206.11 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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