Vanguard Mid-Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.03% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8318 | 5.79 | |
| 0.1479 | 9.10 | |
| 0.8196 | 48.86 | |
| -0.0383 | -3.07 | |
| 0.0651 | 3.56 | |
| -0.0362 | -3.69 |
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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