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	param	t-stat
$ω$	0.7087	4.55
$α$	0.2970	2.19
$β$	0.3531	2.61
$γ_{1}$	-1.0835	-2.58

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

Volatility Prediction for Wednesday, February 11th, 2026:1.62% (+0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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