Vanguard Russell 3000 GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.61% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 17.21 | |
| 0.1311 | 27.22 | |
| 0.8379 | 156.17 |
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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