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	param	t-stat
$ω$	0.0539	15.21
$α$	0.0123	4.11
$β$	0.8898	268.08
$γ$	0.1387	16.74

V-Lab

Vanguard Russell 2000 Growth GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:24.73% (-1.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 2000 Growth Analyses