Vanguard Core Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.80% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0005 | -0.04 | |
| -0.0255 | -1.32 | |
| 1.0000 | 1,197.60 | |
| -0.0605 | -4.93 |
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 EGARCH Analyses on ETFs