Vanguard 0-3 MN Trsy BLL ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.38% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1754 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9999 | 0.00 | |
| 91.6492 | 0.00 | |
| -133.2350 | -0.01 | |
| 18.2678 | 0.00 | |
| 33.4408 | 0.00 | |
| 91.3174 | 0.01 | |
| -279.2332 | -0.02 | |
| 304.5437 | 0.02 |
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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