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	param	t-stat
$ω$	0.0230	19.83
$α$	0.0159	5.89
$β$	0.8732	275.12
$γ$	0.1567	21.31

V-Lab

Vanguard Consumer Staples ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.10% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Consumer Staples ETF Analyses