Vanguard Russell 2000 Growth Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.37% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9855 | 8.18 | |
| 0.0960 | 6.54 | |
| 0.8715 | 49.76 | |
| 0.0078 | 2.39 |
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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