VanEck Moody's Analytics IG Corporate Bond ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.25% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 5.71 | |
| 0.0448 | 12.21 | |
| 0.9437 | 184.17 |
Estimation Period:
Dec 2, 2020 to Feb 6, 2026
Dec 2, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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