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	param	t-stat
$ω$	0.0126	3.59
$α$	0.1427	32.40
$β$	0.9760	629.71
$γ$	-0.1203	-31.96

V-Lab

Vanguard Small-Cap ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.93% (-0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap ETF Analyses