Vanguard S&P Mid-Cap 400 Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.50% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0081 | 3.12 | |
| 0.8712 | 222.40 | |
| 0.1551 | 32.58 | |
| 0.0033 | 3.95 | |
| 0.0314 | 9.01 | |
| 0.9665 | 239.40 |
Estimation Period:
Sep 9, 2010 to Feb 13, 2026
Sep 9, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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