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	param	t-stat
$ω$	0.0358	18.98
$α$	0.0181	4.91
$β$	0.8335	195.88
$γ$	0.2283	20.96

V-Lab

Vanguard S&P 500 Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:14.22% (+4.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P 500 Value ETF Analyses