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	param	t-stat
$ω$	0.0233	19.76
$α$	0.0272	9.40
$β$	0.9091	340.86
$γ$	0.0811	12.49

V-Lab

Vanguard Utilities ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:13.53% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Utilities ETF Analyses