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	param	t-stat
$ω$	1.1469	5.05
$α$	0.2400	1.68
$β$	0.4935	2.72
$γ_{1}$	-0.1346	-0.16

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Vanguard Shrt TAX EPT BD ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.26% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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