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	param	t-stat
$ω$	0.0122	2.65
$α$	0.1097	26.71
$β$	0.8622	198.08
$γ$	0.6826	23.77

V-Lab

Vanguard U.S. Value Factor AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.04% (-0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard U.S. Value Factor Analyses