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	param	t-stat
$ω$	0.0301	20.93
$α$	0.0160	4.22
$β$	0.8499	250.72
$γ$	0.2178	26.61

V-Lab

Vanguard Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:9.69% (-0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Value ETF Analyses