Vanguard Mid-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.42% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0036 | -1.06 | |
| 0.1148 | 33.60 | |
| 0.8532 | 229.90 | |
| 0.6734 | 24.66 |
Estimation Period:
Jan 30, 2004 to Feb 6, 2026
Jan 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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