Vanguard S&P Mid-Cap 400 Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.67% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0708 | 7.03 | |
| 0.1056 | 7.15 | |
| 0.8582 | 47.16 | |
| 0.0251 | 3.44 | |
| -0.0340 | -3.63 |
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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