Vanguard Mid-Cap Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.52% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0105 | 1.22 | |
| 0.8392 | 131.74 | |
| 0.1970 | 24.60 | |
| 0.1836 | 17.01 | |
| 0.8870 | 87.33 | |
| 0.0000 | 0.00 |
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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