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V-Lab

Schwab Core Bond ETF MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

4.19%

decreased by 0.03%

1 Week

4.20%

decreased by 0.02%

1 Month

4.20%

decreased by 0.02%

Analysis last updated: Friday, August 21, 2026 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Schwab Core Bond ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 5, 2025 to Aug 21, 2026

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

41
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8516
86.62***
γ

leverage

Additional response to negative shocks

0.0889
11.02***
λ₁

tau intercept

Baseline long-term coefficient

0.0703
0.06
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.00
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

0.896

Half-life:

6 days