Vanguard Califor Tax-E B ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.54% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0602 | 4.10 | |
| 0.2202 | 5.58 | |
| 0.8018 | 16.20 | |
| 3.9666 | 3.00 |
Estimation Period:
Jan 30, 2024 to Feb 6, 2026
Jan 30, 2024 to Feb 6, 2026
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