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	param	t-stat
$ω$	1.0550	7.07
$α$	0.1615	8.12
$β$	0.7968	34.78
$γ_{1}$	0.0073	1.89

V-Lab

Vanguard S&P 500 ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.99% (-1.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P 500 ETF Analyses