Vanguard Core Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.07% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0033 | 0.45 | |
| 0.9835 | 183.05 | |
| 0.0225 | 2.15 |
Estimation Period:
Dec 14, 2023 to Feb 13, 2026
Dec 14, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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