Vanguard Russell 2000 Growth MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.36% (+4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8731 | 204.66 | |
| 0.1547 | 32.46 | |
| 0.0040 | 2.85 | |
| 0.0231 | 5.59 | |
| 0.9750 | 202.99 |
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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