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	param	t-stat
$ω$	0.0341	19.30
$α$	0.0370	9.43
$β$	0.8537	259.39
$γ$	0.1717	21.11

V-Lab

Vanguard Mid-Cap Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:14.02% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Mid-Cap Value ETF Analyses