Vanguard Russell 2000 Growth EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.10% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 5.19 | |
| 0.1331 | 25.75 | |
| 0.9704 | 552.29 | |
| -0.1147 | -23.48 |
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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