Vanguard Califor Tax-E B ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.81% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 15.80 | |
| 0.3427 | 8.38 | |
| 0.4472 | 17.28 | |
| 0.0057 | 0.55 |
Estimation Period:
Jan 30, 2024 to Feb 6, 2026
Jan 30, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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