Vanguard Mid-Cap Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.10% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8359 | 8.87 | |
| 0.1091 | 34.51 | |
| 0.9854 | 538.19 | |
| 9.5747 | 5.27 |
Estimation Period:
Aug 25, 2006 to Feb 6, 2026
Aug 25, 2006 to Feb 6, 2026
Other Vanguard Mid-Cap Growth ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs