Vanguard Mid-Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.07% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 1.55 | |
| 0.1237 | 36.37 | |
| 0.8467 | 234.16 | |
| 0.5793 | 25.17 |
Estimation Period:
Aug 25, 2006 to Feb 6, 2026
Aug 25, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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