Vanguard Russell 3000 AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.73% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 0.06 | |
| 0.1363 | 10.57 | |
| 0.8222 | 61.89 | |
| 0.6227 | 7.72 |
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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