Vanguard S&P Mid-Cap 400 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.41% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 17.68 | |
| 0.0136 | 5.02 | |
| 0.8746 | 272.71 | |
| 0.1700 | 20.33 |
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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