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	param	t-stat
$ω$	1.3669	7.00
$α$	0.1392	8.69
$β$	0.8300	46.73
$γ_{1}$	0.0099	3.44

V-Lab

Vanguard Mega Cap ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.03% (+2.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Mega Cap ETF Analyses