Vanguard S T TAX EX Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.30% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1764 | 6.19 | |
| 0.2262 | 2.84 | |
| 0.5559 | 5.03 | |
| 0.0490 | 1.30 |
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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