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	param	t-stat
$ω$	2.0315	11.10
$α$	0.1251	15.96
$β$	0.9619	216.89
$ν$	12.0444	1.97

V-Lab

Vanguard US Momentum Factor ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:28.94% (-1.43%)

Date Range:

Parameter Estimates

Other Vanguard US Momentum Factor ETF Analyses