Vanguard S&P 500 Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.07% (+4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0135 | 3.19 | |
| 0.8091 | 151.44 | |
| 0.2436 | 34.19 | |
| 0.0086 | 4.15 | |
| 0.0308 | 4.19 | |
| 0.9597 | 99.11 |
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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