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	param	t-stat
$ω$	0.0026	7.92
$α$	0.3278	4.37
$β$	0.5554	15.99
$γ$	-0.0896	-0.85

V-Lab

Vanguard Shrt TAX EPT BD ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.39% (-0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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