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	param	t-stat
$ω$	-0.0195	-6.37
$α$	0.0930	43.24
$β$	0.8767	358.28
$γ$	0.9051	37.90

V-Lab

Vanguard Small-Cap ETF AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:16.68% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap ETF Analyses