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	param	t-stat
$ω$	0.0354	17.30
$α$	0.0128	5.42
$β$	0.8922	402.61
$γ$	0.1446	23.22

V-Lab

Vanguard Extended Market ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:17.21% (-0.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Extended Market ETF Analyses