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	param	t-stat
$ω$	0.0124	14.60
$α$	0.3967	4.98
$β$	0.4793	21.52
$γ$	-0.1070	-1.31

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Vanguard Califor Tax-E B ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:2.65% (+0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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