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	param	t-stat
$ω$	0.0542	6.91
$α$	0.1132	24.20
$β$	0.8346	151.53
$γ$	0.7007	16.29

V-Lab

Vanguard US Momentum Factor ETF AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:30.07% (-1.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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