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{type} for {date}

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	param	t-stat
$ω$	0.6179	3.88
$α$	0.1112	9.07
$β$	0.8602	64.01
$γ_{1}$	-0.0403	-2.39
$γ_{2}$	0.0627	2.58
$γ_{3}$	-0.0301	-1.60

V-Lab

Vanguard Small-Cap Value ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:18.42% (+1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Small-Cap Value ETF Analyses