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	param	t-stat
$ω$	0.0396	15.66
$α$	0.0210	1.89
$β$	0.8260	108.69
$γ$	0.2412	14.72

V-Lab

Vanguard Russell 1000 GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.48% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 1000 Analyses