Vanguard Mid-Cap Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.15% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 17.54 | |
| 0.0255 | 3.77 | |
| 0.8640 | 183.06 | |
| 0.1762 | 20.13 |
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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