Vanguard S T TAX EX Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.43% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.8974 | -9.63 | |
| 0.4125 | 17.51 | |
| 0.7981 | 38.78 | |
| 0.0599 | 2.75 |
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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