Vanguard S T TAX EX Bond ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.37% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0026 | 12.45 | |
| 0.2399 | 12.37 | |
| 0.5533 | 21.68 |
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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