Vanguard 0-3 MN Trsy BLL ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.36% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1044 | -4.00 | |
| -0.2014 | -4.24 | |
| 0.9994 | 76,875.54 | |
| 0.1548 | 4.40 |
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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