Vanguard 0-3 MN Trsy BLL ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:0.27% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1500 | 13.92 | |
| 0.0071 | 9.45 | |
| 0.5000 | 27.64 | |
| 0.0000 | 10.00 | |
| 0.2344 | 12.60 | |
| 0.0000 | 0.15 |
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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