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	param	t-stat
$m$	46
$α$	0.3119	16.24
$β$	0.6034	26.08
$γ$	-0.2375	-10.99
$λ_{1}$	0.0051	0.22
$λ_{2}$	0.2633	0.23
$λ_{3}$	0.2527	0.08

V-Lab

Vanguard S T TAX EX Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.26% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard S T TAX EX Bond ETF Analyses