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	param	t-stat
$ω$	0.0376	18.81
$α$	0.0223	5.72
$β$	0.8236	194.10
$γ$	0.2369	19.26

V-Lab

Vanguard Russell 1000 Value GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:9.85% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 1000 Value Analyses