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	param	t-stat
$ω$	0.0147	3.53
$α$	0.1565	21.14
$β$	0.9801	557.19
$γ$	-0.1172	-21.84

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Vanguard U.S. Value Factor EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:16.62% (-0.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard U.S. Value Factor Analyses