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	param	t-stat
$ω$	1.2443	7.91
$α$	0.1571	7.56
$β$	0.7905	31.38
$γ_{1}$	0.0257	2.75
$γ_{2}$	-0.0410	-2.24

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:13.32% (+2.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S&P 500 Value ETF Analyses