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	param	t-stat
$ω$	0.0387	18.73
$α$	0.1574	30.71
$β$	0.8014	134.31

V-Lab

Vanguard S&P 500 Value ETF GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.30% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P 500 Value ETF Analyses