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	param	t-stat
$ω$	0.8021	4.31
$α$	0.1552	1.99
$β$	0.4186	1.55
$γ_{1}$	-7.1423	-1.41
$γ_{2}$	9.9952	1.14

V-Lab

Vanguard Core TAX EPT BD ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:2.50% (+0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Core TAX EPT BD ETF Analyses