Vanguard S T TAX EX Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.26% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2025 | 5.14 | |
| 0.2269 | 2.83 | |
| 0.5557 | 5.04 | |
| 0.0767 | 0.51 |
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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