Vanguard Mid-Cap Value ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.68% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 21.40 | |
| 0.1437 | 37.13 | |
| 0.8347 | 216.52 |
Estimation Period:
Aug 25, 2006 to Feb 6, 2026
Aug 25, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Mid-Cap Value ETF Analyses
Other GARCH Analyses on ETFs