Vanguard S&P Mid-Cap 400 ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.16% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 20.00 | |
| 0.1205 | 28.79 | |
| 0.8499 | 187.33 |
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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