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	param	t-stat
$ω$	0.0342	15.51
$α$	0.0215	8.09
$β$	0.8864	279.00
$γ$	0.1411	17.21

V-Lab

Vanguard S&P Mid-Cap 400 Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:15.52% (+1.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P Mid-Cap 400 Value ETF Analyses