Vanguard Russell 3000 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.14% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2696 | 7.76 | |
| 0.1329 | 7.26 | |
| 0.8262 | 37.85 | |
| 0.0240 | 3.37 | |
| -0.0303 | -3.30 |
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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