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	param	t-stat
$ω$	-0.0088	-3.56
$α$	0.1183	37.16
$β$	0.8471	255.84
$γ$	0.6484	29.55

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Vanguard Value ETF AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:10.81% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Value ETF Analyses