VanEck Moody's Analytics BBB Corporate Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.90% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0024 | -10.53 | |
| 0.0235 | 17.75 | |
| 0.9724 | 546.89 | |
| 0.3645 | 25.66 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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