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	param	t-stat
$ω$	1.2102	7.70
$α$	0.1587	7.68
$β$	0.7915	32.35
$γ_{1}$	0.0184	2.53
$γ_{2}$	-0.0228	-2.47

V-Lab

Vanguard S&P 500 Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:12.40% (-0.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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