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	param	t-stat
$ω$	0.0159	2.95
$α$	0.1826	22.81
$β$	0.9618	368.23
$γ$	-0.1411	-19.27

V-Lab

Vanguard US Multifactor ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:15.02% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Multifactor ETF Analyses