Vanguard Core TAX EPT BD ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.29% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0631 | 3.52 | |
| 0.1622 | 5.47 | |
| 0.9049 | 32.87 | |
| 5.0666 | 2.15 |
Estimation Period:
Nov 21, 2024 to Feb 13, 2026
Nov 21, 2024 to Feb 13, 2026
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