Vanguard Core Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.53% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0012 | -6.92 | |
| 0.0040 | 3.06 | |
| 1.0000 | 560.54 | |
| 0.3880 | 49.24 |
Estimation Period:
Dec 14, 2023 to Feb 6, 2026
Dec 14, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Core Bond ETF Analyses
Other AGARCH Analyses on ETFs