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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.0000	0.00
$β$	0.7966	75.39
$γ$	0.2121	24.63
$λ_{1}$	0.0192	2.80
$λ_{2}$	0.0470	2.90
$λ_{3}$	0.9434	48.66

V-Lab

Vanguard US Momentum Factor ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:28.99% (+4.49%)

Date Range:

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News Impact Curve

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