Vanguard Mid-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.54% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 20.66 | |
| 0.1299 | 37.65 | |
| 0.8479 | 235.98 |
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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