Vanguard S T TAX EX Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.43% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 6.23 | |
| 0.1577 | 6.98 | |
| 0.8217 | 30.77 | |
| 4.1759 | 2.91 |
Estimation Period:
Mar 9, 2023 to Feb 6, 2026
Mar 9, 2023 to Feb 6, 2026
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