Vanguard Core Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.91% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.7562 | 14.52 | |
| 0.0521 | 1.60 | |
| 0.0000 | 0.00 | |
| 0.8325 | 0.83 | |
| 0.0664 | 0.38 |
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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