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	param	t-stat
$ω$	0.8416	7.84
$α$	0.1077	8.76
$β$	0.8653	64.57
$γ_{1}$	-0.0091	-2.08
$γ_{2}$	0.0235	2.83

V-Lab

Vanguard Small-Cap ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.97% (-0.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap ETF Analyses