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	param	t-stat
$ω$	0.0046	1.51
$α$	0.1905	29.16
$β$	0.9681	572.49
$γ$	-0.1529	-29.69

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Vanguard Mega Cap Value ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:9.42% (+0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Mega Cap Value ETF Analyses