Vanguard Russell 2000 Growth Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.33% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0966 | 8.35 | |
| 0.0953 | 6.37 | |
| 0.8681 | 47.17 | |
| 0.0225 | 3.26 | |
| -0.0304 | -3.43 |
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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