Vanguard Russell 2000 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.02% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9991 | 8.51 | |
| 0.1052 | 6.77 | |
| 0.8563 | 46.53 | |
| 0.0089 | 2.84 |
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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