Schwab Core Bond ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
4.19%
decreased by 0.06%
1 Week
4.20%
decreased by 0.05%
1 Month
4.22%
decreased by 0.03%
Analysis last updated: Tuesday, June 16, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 3.57 | |
| 0.0352 | 1.58 | |
| 0.9326 | 72.50 | |
| 0.0137 | 0.41 |
Estimation Period:
Feb 5, 2025 to Jun 12, 2026
Feb 5, 2025 to Jun 12, 2026
Other Schwab Core Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs