Vanguard Core Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.27% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1262 | 9.22 | |
| 0.0289 | 10.62 | |
| 0.9990 | 864.19 | |
| 10.4079 | 1.37 |
Estimation Period:
Dec 14, 2023 to Feb 13, 2026
Dec 14, 2023 to Feb 13, 2026
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