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	param	t-stat
$ω$	0.0342	18.86
$α$	0.0221	5.08
$β$	0.8625	250.28
$γ$	0.1799	22.89

V-Lab

Vanguard Mid-Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.11% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Mid-Cap ETF Analyses