Vanguard S&P Mid-Cap 400 Growth ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.91% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 18.36 | |
| 0.1235 | 30.30 | |
| 0.8503 | 185.93 |
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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