Vanguard S&P Mid-Cap 400 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.19% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0020 | 0.66 | |
| 0.8566 | 205.37 | |
| 0.1876 | 35.00 | |
| 0.0042 | 3.73 | |
| 0.0324 | 6.74 | |
| 0.9647 | 169.54 |
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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