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	param	t-stat
$ω$	0.0315	4.29
$α$	0.1649	22.12
$β$	0.9516	323.69
$γ$	-0.1355	-19.40

V-Lab

Vanguard US Momentum Factor ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:27.07% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Momentum Factor ETF Analyses