Vanguard S&P Mid-Cap 400 Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.65% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3726 | 10.28 | |
| 0.1083 | 24.08 | |
| 0.9751 | 370.06 | |
| 9.2826 | 4.05 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
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