Vanguard Shrt TAX EPT BD ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:1.07% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0653 | 0.34 | |
| 0.4819 | 3.56 | |
| -0.0653 | -0.34 | |
| 0.0002 | 0.47 | |
| 0.8751 | 0.35 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 21, 2024 to Feb 13, 2026
Nov 21, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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