Vanguard S&P Mid-Cap 400 Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.27% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0744 | 8.13 | |
| 0.1280 | 7.70 | |
| 0.8359 | 43.23 | |
| 0.0100 | 3.15 |
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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