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	param	t-stat
$ω$	0.0430	9.79
$α$	0.0107	2.27
$β$	0.8737	165.37
$γ$	0.1802	15.33

V-Lab

Vanguard US Quality Factor ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.17% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard US Quality Factor ETF Analyses