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	param	t-stat
$ω$	0.0025	9.92
$α$	0.3015	5.93
$β$	0.5765	20.70
$γ$	-0.1722	-2.92

V-Lab

Vanguard S T TAX EX Bond ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.41% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S T TAX EX Bond ETF Analyses