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	param	t-stat
$ω$	-0.0050	-2.08
$α$	0.1228	35.77
$β$	0.8446	241.80
$γ$	0.6088	28.68

V-Lab

Vanguard Mega Cap Value ETF AGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:15.39% (+5.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Mega Cap Value ETF Analyses