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	param	t-stat
$ω$	1.1356	8.05
$α$	0.0859	5.47
$β$	0.8749	44.06
$γ_{1}$	0.0302	4.49
$γ_{2}$	-0.0406	-4.74

V-Lab

Vanguard S&P Small-Cap 600 Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.36% (-0.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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