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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.0000	0.00
$β$	0.8266	100.75
$γ$	0.2164	25.65
$λ_{1}$	0.0475	2.22
$λ_{2}$	0.0813	2.24
$λ_{3}$	0.8883	17.49

V-Lab

Vanguard US Quality Factor ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.41% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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