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	param	t-stat
$ω$	0.0150	3.82
$α$	0.1388	26.95
$β$	0.9741	525.41
$γ$	-0.1108	-23.62

V-Lab

Vanguard Russell 2000 ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.63% (-0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 2000 ETF Analyses