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	param	t-stat
$ω$	0.0209	19.72
$α$	0.0635	24.08
$β$	0.9338	389.42
$γ$	0.7305	20.23
$δ$	1.1424	24.57

V-Lab

Vanguard Russell 2000 Value APARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:16.15% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 2000 Value Analyses