Vanguard Russell 2000 Growth GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.56% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 17.17 | |
| 0.0935 | 26.39 | |
| 0.8832 | 220.35 |
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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