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	param	t-stat
$ω$	0.8713	5.85
$α$	0.1447	8.35
$β$	0.8004	39.21
$γ_{1}$	0.2788	3.98
$γ_{2}$	-0.5174	-4.98
$γ_{3}$	0.3496	4.43
$γ_{4}$	-0.1569	-2.11
$γ_{5}$	0.1253	1.86
$γ_{6}$	-0.1568	-2.54
$γ_{7}$	0.1058	2.36

V-Lab

Vanguard Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:12.97% (-1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Value ETF Analyses