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	param	t-stat
$ω$	0.0108	4.11
$α$	0.1503	36.88
$β$	0.9798	766.67
$γ$	-0.1110	-32.22

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Vanguard Small-Cap Value ETF EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:12.04% (-0.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap Value ETF Analyses