Vanguard Mid-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.47% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7696 | 7.24 | |
| 0.1340 | 9.78 | |
| 0.8398 | 57.94 | |
| -0.0129 | -2.75 | |
| 0.0265 | 2.95 |
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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