VanEck Moody's Analytics BBB Corporate Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.67% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.6827 | 17.94 | |
| 0.0921 | 2.68 | |
| 0.0065 | 0.19 | |
| 0.2968 | 0.60 | |
| 0.6688 | 0.94 |
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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