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	param	t-stat
$ω$	0.7651	6.00
$α$	0.1358	5.86
$β$	0.8138	28.52
$γ_{1}$	-0.0142	-0.75

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Vanguard US Momentum Factor ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:32.33% (-2.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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