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	param	t-stat
$ω$	-0.0013	-0.44
$α$	0.1169	29.64
$β$	0.8413	192.17
$γ$	0.6145	24.42

V-Lab

Vanguard S&P 500 Value ETF AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:10.91% (-0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P 500 Value ETF Analyses