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	param	t-stat
$ω$	0.6314	7.10
$α$	0.1516	6.30
$β$	0.7973	29.14
$γ_{1}$	-0.0263	-1.70

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:19.76% (-1.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard U.S. Value Factor Analyses