VanEck Moody's Analytics BBB Corporate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.67% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1213 | 7.17 | |
| 0.0392 | 17.87 | |
| 0.9936 | 595.69 | |
| 10.6533 | 1.69 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
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