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	param	t-stat
$ω$	0.9613	7.81
$α$	0.0874	5.37
$β$	0.8799	46.22
$γ_{1}$	0.0094	2.81

V-Lab

Vanguard Russell 2000 Value Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:23.36% (+0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 2000 Value Analyses