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	param	t-stat
$ω$	1.8042	7.59
$α$	0.1522	8.05
$β$	0.8040	38.13
$γ_{1}$	0.0249	3.87
$γ_{2}$	-0.0300	-2.39

V-Lab

Vanguard Mega Cap Value ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.12% (+4.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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