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{type} for {date}

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	param	t-stat
$ω$	0.6160	3.98
$α$	0.1112	9.07
$β$	0.8601	63.84
$γ_{1}$	-0.0406	-2.60
$γ_{2}$	0.0635	2.99
$γ_{3}$	-0.0317	-3.65

V-Lab

Vanguard Small-Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:17.23% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap Value ETF Analyses