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	param	t-stat
$ω$	1.7751	7.59
$α$	0.1522	8.03
$β$	0.8043	38.13
$γ_{1}$	0.0231	4.65
$γ_{2}$	-0.0256	-4.09

V-Lab

Vanguard Mega Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.14% (-1.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Mega Cap Value ETF Analyses