Vanguard S&P Mid-Cap 400 Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.85% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 15.94 | |
| 0.0119 | 3.92 | |
| 0.8696 | 260.68 | |
| 0.1834 | 20.84 |
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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