Vanguard 0-3 MN Trsy BLL ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.53% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 1.41 | |
| 0.0900 | 0.62 | |
| 0.2021 | 0.41 | |
| -0.0900 | -0.62 |
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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