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	param	t-stat
$ω$	0.6598	5.89
$α$	0.1681	6.59
$β$	0.7723	24.32
$γ_{1}$	-0.0287	-1.76

V-Lab

Vanguard US Multifactor ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:17.04% (+2.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Multifactor ETF Analyses