Vanguard Russell 2000 ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.39% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 18.23 | |
| 0.1002 | 26.77 | |
| 0.8737 | 206.64 |
Estimation Period:
Sep 22, 2010 to Feb 13, 2026
Sep 22, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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