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	param	t-stat
$ω$	0.0108	3.87
$α$	0.1111	25.76
$β$	0.9865	805.28
$γ$	-0.0860	-23.26

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:15.78% (-0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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