Vanguard Russell 2000 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.86% (+3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0088 | 2.97 | |
| 0.8694 | 216.91 | |
| 0.1503 | 32.97 | |
| 0.0017 | 2.21 | |
| 0.0182 | 6.74 | |
| 0.9811 | 314.54 |
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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