Vanguard Core Bond ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.00% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.01 | |
| 0.0222 | 5.38 | |
| 0.9763 | 169.18 |
Estimation Period:
Dec 14, 2023 to Feb 6, 2026
Dec 14, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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