VanEck Moody's Analytics BBB Corporate Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.86% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9310 | 4.91 | |
| 0.0627 | 1.78 | |
| 0.7254 | 5.02 | |
| 2.5343 | 4.63 | |
| -4.3021 | -5.46 | |
| 2.3125 | 4.53 | |
| -0.9022 | -2.29 | |
| 0.7042 | 2.69 |
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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