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	param	t-stat
$ω$	0.0842	21.21
$α$	0.0689	0.12
$β$	0.8664	154.77
$γ$	1.0000	0.08
$δ$	1.4683	28.42

V-Lab

Vanguard US Momentum Factor ETF APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:27.06% (-1.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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