Vanguard Russell 2000 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.84% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1293 | 8.83 | |
| 0.1049 | 6.59 | |
| 0.8496 | 43.03 | |
| 0.0258 | 3.85 | |
| -0.0346 | -4.02 |
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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