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	param	t-stat
$ω$	1.8910	9.24
$α$	0.1164	17.12
$β$	0.9662	236.69
$ν$	9.1972	2.82

V-Lab

Vanguard U.S. Value Factor GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:19.57% (+2.02%)

Date Range:

Parameter Estimates

Other Vanguard U.S. Value Factor Analyses