Vanguard S&P 500 Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.57% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8031 | 143.13 | |
| 0.2612 | 38.73 | |
| 0.0254 | 2.05 | |
| 0.1506 | 1.83 | |
| 0.8297 | 8.81 |
Estimation Period:
Sep 9, 2010 to Feb 6, 2026
Sep 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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