Vanguard S&P Mid-Cap 400 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.98% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3503 | 10.43 | |
| 0.1022 | 24.24 | |
| 0.9743 | 355.45 | |
| 8.4645 | 4.41 |
Estimation Period:
Sep 9, 2010 to Feb 13, 2026
Sep 9, 2010 to Feb 13, 2026
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