Vanguard S&P Mid-Cap 400 Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.81% (+3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8521 | 199.13 | |
| 0.2029 | 36.26 | |
| 0.0091 | 4.90 | |
| 0.0461 | 7.20 | |
| 0.9473 | 121.28 |
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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