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	param	t-stat
$ω$	-0.0193	-6.04
$α$	0.0670	28.53
$β$	0.9158	383.01
$γ$	0.8863	26.36

V-Lab

Vanguard Russell 2000 Value AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.17% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 2000 Value Analyses