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	param	t-stat
$ω$	-0.0009	-0.31
$α$	0.1257	29.97
$β$	0.8303	189.05
$γ$	0.6095	25.44

V-Lab

Vanguard Russell 1000 Value AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:10.21% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 1000 Value Analyses