Vanguard S&P Mid-Cap 400 Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.60% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0259 | -6.85 | |
| 0.0963 | 36.46 | |
| 0.8728 | 292.30 | |
| 0.8896 | 32.03 |
Estimation Period:
Sep 9, 2010 to Feb 13, 2026
Sep 9, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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