Vanguard S&P Mid-Cap 400 Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.40% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4202 | 8.39 | |
| 0.0946 | 25.36 | |
| 0.9776 | 336.07 | |
| 6.5522 | 6.45 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
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