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	param	t-stat
$ω$	-0.0087	-3.22
$α$	0.0954	42.88
$β$	0.8787	353.31
$γ$	0.7655	34.00

V-Lab

Vanguard Small-Cap Value ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:13.57% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap Value ETF Analyses