Vanguard Mid-Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.16% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7963 | 5.93 | |
| 0.1476 | 8.91 | |
| 0.8163 | 46.78 | |
| -0.0462 | -3.59 | |
| 0.0840 | 4.02 | |
| -0.0716 | -3.05 |
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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