Vanguard Califor Tax-E B ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.18% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.3121 | 22.96 | |
| 0.2685 | 14.60 | |
| 0.5000 | 13.80 | |
| 0.0000 | 0.00 | |
| 0.0501 | 2.77 | |
| 0.9434 | 43.14 |
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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