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	param	t-stat
$ω$	0.9494	11.04
$α$	0.1330	29.13
$β$	0.9667	272.69
$ν$	7.8684	5.64

V-Lab

Vanguard Russell 1000 Value GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:12.93% (+0.05%)

Date Range:

Parameter Estimates

Other Vanguard Russell 1000 Value Analyses