Vanguard 0-3 MN Trsy BLL ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.09% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1798 | 5.44 | |
| 0.0000 | 0.00 | |
| 0.9669 | 1.92 | |
| 101.2739 | 0.57 | |
| -140.0200 | -0.67 | |
| 13.8951 | 0.18 | |
| 40.0843 | 0.54 | |
| 76.0215 | 1.24 | |
| -244.9647 | -3.26 | |
| 221.9993 | 3.19 |
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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