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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0083	1.68
$β$	0.8597	201.29
$γ$	0.1771	33.80
$λ_{1}$	0.0056	7.09
$λ_{2}$	0.0228	7.79
$λ_{3}$	0.9739	283.35

V-Lab

Vanguard Small-Cap ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.01% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap ETF Analyses