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	param	t-stat
$ω$	0.0294	16.93
$α$	0.0856	21.03
$β$	0.9134	227.22
$γ$	0.7562	17.29
$δ$	1.0039	19.05

V-Lab

Vanguard U.S. Value Factor APARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.38% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard U.S. Value Factor Analyses