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	param	t-stat
$ω$	0.0435	15.61
$α$	0.0062	2.37
$β$	0.8934	345.49
$γ$	0.1498	23.39

V-Lab

Vanguard Small-Cap Growth ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:19.40% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap Growth ETF Analyses