Vanguard Califor Tax-E B ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.69% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 15.87 | |
| 0.3435 | 8.37 | |
| 0.4469 | 17.74 |
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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