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	param	t-stat
$ω$	0.0276	12.24
$α$	0.0218	9.44
$β$	0.9141	337.81
$γ$	0.0992	12.85

V-Lab

Vanguard Russell 2000 Value GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:18.18% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 2000 Value Analyses