Vanguard S&P Mid-Cap 400 Value ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.95% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 18.81 | |
| 0.1062 | 29.92 | |
| 0.8718 | 221.50 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard S&P Mid-Cap 400 Value ETF Analyses
Other GARCH Analyses on ETFs