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	param	t-stat
$ω$	-0.1679	-7.62
$α$	0.3684	7.64
$β$	0.9335	101.57
$γ$	0.0531	1.14

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Vanguard Core TAX EPT BD ETF EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.08% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Core TAX EPT BD ETF Analyses