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	param	t-stat
$ω$	0.0411	12.62
$α$	0.0218	6.43
$β$	0.8949	293.20
$γ$	0.1200	15.38

V-Lab

Vanguard Materials ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:21.70% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Materials ETF Analyses