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	param	t-stat
$ω$	0.6943	7.53
$α$	0.1526	6.49
$β$	0.8016	31.09
$γ_{1}$	-0.0101	-2.59

V-Lab

Vanguard U.S. Value Factor Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:20.64% (-1.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard U.S. Value Factor Analyses