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	param	t-stat
$ω$	0.0366	20.03
$α$	0.0321	10.23
$β$	0.8711	302.56
$γ$	0.1614	21.47

V-Lab

Vanguard Financials ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.08% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Financials ETF Analyses