Vanguard Mid-Cap Growth ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.70% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 4.20 | |
| 0.1772 | 24.80 | |
| 0.9709 | 638.32 | |
| -0.1310 | -21.57 |
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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