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	param	t-stat
$ω$	1.2601	4.60
$α$	0.2453	1.72
$β$	0.5040	2.88
$γ_{1}$	0.5836	2.03

V-Lab

Vanguard Shrt TAX EPT BD ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.23% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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