Vanguard S&P Mid-Cap 400 Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.21% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9676 | 6.61 | |
| 0.1077 | 7.45 | |
| 0.8614 | 50.62 | |
| 0.0086 | 2.38 |
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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