Vanguard S&P Mid-Cap 400 Value ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.46% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 3.79 | |
| 0.1461 | 24.48 | |
| 0.9713 | 543.83 | |
| -0.1087 | -18.99 |
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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