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	param	t-stat
$ω$	1.0756	3.81
$α$	0.1977	2.58
$β$	0.4429	2.69
$γ_{1}$	4.4334	1.83
$γ_{2}$	-8.5568	-2.34
$γ_{3}$	6.1424	3.21

V-Lab

Vanguard Califor Tax-E B ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.87% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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