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	param	t-stat
$ω$	0.7406	2.85
$α$	0.1380	0.65
$β$	0.0000	0.00
$γ_{1}$	-16.8963	-0.89

V-Lab

Vanguard High-Yield Actv ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.85% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard High-Yield Actv ETF Analyses