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	param	t-stat
$ω$	-0.0214	-6.75
$α$	0.0605	28.98
$β$	0.9244	440.63
$γ$	0.9263	27.80

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Vanguard S&P Small-Cap 600 Value ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:16.18% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P Small-Cap 600 Value ETF Analyses