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	param	t-stat
$ω$	0.7980	7.22
$α$	0.1350	5.86
$β$	0.8162	28.61
$γ_{1}$	-0.0065	-1.68

V-Lab

Vanguard US Momentum Factor ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:31.03% (+0.98%)

Date Range:

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News Impact Curve

Volatility Forecasts

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