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	param	t-stat
$m$	81
$α$	0.0005	0.16
$β$	0.8308	202.99
$γ$	0.2266	39.54
$λ_{1}$	0.2077	0.57
$λ_{2}$	0.7484	0.55
$λ_{3}$	0.0234	0.01

V-Lab

Vanguard Mega Cap Value ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:9.20% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Mega Cap Value ETF Analyses