Vanguard S&P Mid-Cap 400 ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.38% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 2.95 | |
| 0.1541 | 30.58 | |
| 0.9705 | 546.76 | |
| -0.1324 | -29.66 |
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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