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	param	t-stat
$ω$	0.0032	0.39
$α$	0.1434	14.42
$β$	0.8268	86.87
$γ$	0.5572	8.04

V-Lab

Vanguard Mega Cap ETF AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.68% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Mega Cap ETF Analyses