Vanguard Mid-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.85% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5737 | 5.19 | |
| 0.1357 | 9.75 | |
| 0.8337 | 55.21 | |
| -0.0441 | -3.39 | |
| 0.0620 | 3.36 | |
| -0.0227 | -2.66 |
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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