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	param	t-stat
$ω$	0.0035	1.09
$α$	0.1858	29.32
$β$	0.9663	572.80
$γ$	-0.1556	-34.49

V-Lab

Vanguard Value ETF EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:8.91% (-0.38%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Value ETF Analyses