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	param	t-stat
$ω$	-0.0036	-1.25
$α$	0.2019	27.50
$β$	0.9554	436.27
$γ$	-0.1623	-28.86

V-Lab

Vanguard Russell 1000 Value EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:9.74% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 1000 Value Analyses