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	param	t-stat
$ω$	0.0060	7.08
$α$	0.3287	1.91
$β$	0.7038	29.65
$γ$	-0.1778	-0.88

V-Lab

Vanguard Core TAX EPT BD ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.40% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Core TAX EPT BD ETF Analyses