Vanguard S T TAX EX Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.17% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 10.53 | |
| 0.2283 | 12.77 | |
| 0.5490 | 19.82 | |
| -0.0182 | -2.57 |
Estimation Period:
Mar 9, 2023 to Feb 6, 2026
Mar 9, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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