Vanguard Califor Tax-E B ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.51% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3872 | -7.98 | |
| 0.3473 | 11.33 | |
| 0.8627 | 57.22 | |
| -0.0214 | -0.88 |
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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