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	param	t-stat
$ω$	1.7243	7.22
$α$	0.0747	21.31
$β$	0.9830	391.93
$ν$	7.6432	3.91

V-Lab

Vanguard Russell 2000 Value GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:20.18% (+0.56%)

Date Range:

Parameter Estimates

Other Vanguard Russell 2000 Value Analyses