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{type} for {date}

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	param	t-stat
$m$	101
$α$	0.0234	4.83
$β$	0.8217	139.41
$γ$	0.2064	26.20
$λ_{1}$	0.0079	4.37
$λ_{2}$	0.0244	10.67
$λ_{3}$	0.9715	288.89

V-Lab

Vanguard US Multifactor ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:12.85% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Multifactor ETF Analyses