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	param	t-stat
$ω$	0.0318	18.04
$α$	0.0255	2.12
$β$	0.8541	113.18
$γ$	0.1887	13.87

V-Lab

Vanguard Large-Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:13.19% (-0.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Large-Cap ETF Analyses