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	param	t-stat
$ω$	0.0382	27.19
$α$	0.1043	21.81
$β$	0.8693	209.72
$γ$	0.8181	17.36
$δ$	1.2347	33.05

V-Lab

Vanguard S&P 500 Value ETF APARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:13.54% (+3.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P 500 Value ETF Analyses