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	param	t-stat
$ω$	1.0561	7.46
$α$	0.1744	8.00
$β$	0.7776	32.86
$γ_{1}$	0.0063	1.86

V-Lab

Vanguard Russell 1000 Value Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.55% (-1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 1000 Value Analyses