Vanguard S&P Mid-Cap 400 Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.54% (+2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 2.71 | |
| 0.1614 | 32.94 | |
| 0.9688 | 519.72 | |
| -0.1396 | -28.71 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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