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	param	t-stat
$ω$	0.7542	6.93
$α$	0.1692	6.75
$β$	0.7794	26.15
$γ_{1}$	-0.0077	-1.96

V-Lab

Vanguard US Multifactor ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.72% (-1.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Multifactor ETF Analyses