Vanguard S&P Mid-Cap 400 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.38% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0384 | 7.63 | |
| 0.1262 | 7.48 | |
| 0.8336 | 44.09 | |
| 0.0095 | 2.99 |
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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