Vanguard Shrt TAX EPT BD ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.81% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 2.87 | |
| 0.1612 | 8.15 | |
| 0.9247 | 33.54 | |
| 3.9932 | 3.55 |
Estimation Period:
Nov 21, 2024 to Feb 6, 2026
Nov 21, 2024 to Feb 6, 2026
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