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	param	t-stat
$ω$	0.0396	15.37
$α$	0.0202	7.96
$β$	0.9033	319.65
$γ$	0.1069	14.31

V-Lab

Vanguard S&P Small-Cap 600 ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.23% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P Small-Cap 600 ETF Analyses