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	param	t-stat
$ω$	-0.0035	-1.06
$α$	0.1901	26.07
$β$	0.9565	454.17
$γ$	-0.1570	-28.31

V-Lab

Vanguard S&P 500 Value ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:12.74% (-0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P 500 Value ETF Analyses