VanEck Moody's Analytics BBB Corporate Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.89% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9292 | 4.93 | |
| 0.0617 | 1.76 | |
| 0.6790 | 3.69 | |
| 2.4569 | 4.60 | |
| -4.1043 | -5.39 | |
| 1.9620 | 3.99 | |
| -0.1824 | -0.39 | |
| -1.1149 | -1.19 |
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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