Vanguard Mid-Cap Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.63% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -0.19 | |
| 0.1174 | 28.27 | |
| 0.8551 | 199.20 | |
| 0.6919 | 17.98 |
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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