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	param	t-stat
$ω$	0.0296	13.47
$α$	0.0098	1.27
$β$	0.8672	197.00
$γ$	0.2008	15.70

V-Lab

Vanguard Mega Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.62% (-0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Mega Cap ETF Analyses