Vanguard Mid-Cap Value ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.79% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 3.66 | |
| 0.1959 | 34.00 | |
| 0.9723 | 733.80 | |
| -0.1227 | -24.40 |
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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