Vanguard 0-3 MN Trsy BLL ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.53% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0028 | -4.85 | |
| 0.0007 | 6.02 | |
| 0.0000 | 0.00 | |
| -2.3988 | -15.89 |
Estimation Period:
Feb 11, 2025 to Feb 6, 2026
Feb 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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