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	param	t-stat
$ω$	0.0287	18.45
$α$	0.0144	4.47
$β$	0.8545	262.12
$γ$	0.2167	24.90

V-Lab

Vanguard Mega Cap Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:9.20% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Mega Cap Value ETF Analyses