Vanguard S&P Mid-Cap 400 Value ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.43% (+1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0070 | -1.88 | |
| 0.0869 | 30.94 | |
| 0.8854 | 250.89 | |
| 0.7652 | 25.87 |
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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