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	param	t-stat
$ω$	1.1014	8.58
$α$	0.0887	5.21
$β$	0.8691	40.72
$γ_{1}$	0.0285	4.28
$γ_{2}$	-0.0385	-4.50

V-Lab

Vanguard Russell 2000 Value Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.96% (-0.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 2000 Value Analyses