Vanguard S&P Mid-Cap 400 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.35% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1565 | 8.25 | |
| 0.1262 | 7.35 | |
| 0.8270 | 41.10 | |
| 0.0263 | 3.99 | |
| -0.0347 | -4.09 |
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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