Vanguard Core TAX EPT BD ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.65% (+8.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 7.46 | |
| 0.2893 | 6.85 | |
| 0.6328 | 26.14 | |
| 0.0290 | 1.91 |
Estimation Period:
Nov 21, 2024 to Feb 6, 2026
Nov 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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