Vanguard Mid-Cap Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.72% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9460 | 5.73 | |
| 0.1328 | 8.69 | |
| 0.8391 | 51.91 | |
| -0.0340 | -2.64 | |
| 0.0616 | 3.28 | |
| -0.0380 | -3.72 |
Estimation Period:
Aug 25, 2006 to Feb 13, 2026
Aug 25, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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