Vanguard S&P Mid-Cap 400 ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.06% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0204 | -5.84 | |
| 0.0949 | 35.08 | |
| 0.8751 | 283.77 | |
| 0.8530 | 31.18 |
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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