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	param	t-stat
$ω$	0.0506	11.71
$α$	0.0243	7.99
$β$	0.8780	211.11
$γ$	0.1530	12.67

V-Lab

Vanguard U.S. Value Factor GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.04% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard U.S. Value Factor Analyses