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{type} for {date}

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	param	t-stat
$m$	101
$α$	0.0155	4.64
$β$	0.8742	204.77
$γ$	0.1581	24.49
$λ_{1}$	1.5625	0.16
$λ_{2}$	0.3257	0.16
$λ_{3}$	0.0000	0.00

V-Lab

Vanguard U.S. Value Factor MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.90% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard U.S. Value Factor Analyses