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	param	t-stat
$m$	71
$α$	0.0036	1.57
$β$	0.8685	286.73
$γ$	0.1745	44.57
$λ_{1}$	0.0064	7.25
$λ_{2}$	0.0326	8.24
$λ_{3}$	0.9637	210.45

V-Lab

Vanguard Small-Cap Value ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.26% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap Value ETF Analyses