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	param	t-stat
$ω$	0.0981	14.76
$α$	0.0000	0.00
$β$	0.8503	149.91
$γ$	0.1914	17.33

V-Lab

Vanguard US Momentum Factor ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:26.95% (-1.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Momentum Factor ETF Analyses