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	param	t-stat
$ω$	0.0405	17.59
$α$	0.0155	4.67
$β$	0.8841	304.33
$γ$	0.1524	22.09

V-Lab

Vanguard Small-Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.65% (-0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap ETF Analyses