Vanguard S&P Mid-Cap 400 Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.16% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1705 | 8.33 | |
| 0.1255 | 7.54 | |
| 0.8356 | 42.25 | |
| 0.0247 | 3.71 | |
| -0.0325 | -3.76 |
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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