Vanguard Russell 3000 EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.76% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 1.15 | |
| 0.1896 | 11.36 | |
| 0.9539 | 343.26 | |
| -0.1611 | -14.98 |
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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