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	param	t-stat
$ω$	0.0328	16.98
$α$	0.0830	22.55
$β$	0.8984	226.36

V-Lab

Vanguard Russell 2000 Value GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:19.78% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 2000 Value Analyses