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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1235	8.81***
α ARCH Response to squared shocks	0.0633	8.79***
β GARCH Volatility persistence	0.9949	564.95***
ν DF Student-t tail thickness	200.0000	0.04

V-Lab

Schwab Core Bond ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Schwab Core Bond ETF Analyses