Vanguard Consrvtive Incm ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.02% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3840 | 4.45 | |
| 0.1209 | 2.77 | |
| 0.7028 | 10.20 | |
| -1.2648 | -2.51 | |
| 2.2197 | 3.16 | |
| -1.6868 | -4.19 | |
| 0.8136 | 2.05 | |
| -0.0538 | -0.09 |
Estimation Period:
Feb 5, 2019 to Feb 6, 2026
Feb 5, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Consrvtive Incm ETF Analyses
Other Spline-GARCH Analyses on ETFs