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	param	t-stat
$ω$	1.0187	8.43
$α$	0.1030	9.33
$β$	0.8766	76.87
$γ_{1}$	0.0032	2.24

V-Lab

Vanguard Extended Market ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.28% (-1.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Extended Market ETF Analyses