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	param	t-stat
$ω$	1.1112	8.31
$α$	0.1146	35.51
$β$	0.9809	392.18
$ν$	7.1015	7.21

V-Lab

Vanguard Value ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:11.95% (-0.33%)

Date Range:

Parameter Estimates

Other Vanguard Value ETF Analyses