VanEck Moody's Analytics BBB Corporate Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.91% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0058 | -4.69 | |
| 0.0391 | 9.06 | |
| 0.9968 | 504.71 | |
| -0.0482 | -16.61 |
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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