Vanguard Russell 3000 MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.65% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8166 | 147.80 | |
| 0.2418 | 33.57 | |
| 0.0404 | 2.98 | |
| 0.2017 | 4.15 | |
| 0.7575 | 12.09 |
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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