Vanguard Core Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.74% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0626 | 3.01 | |
| 0.0000 | 0.00 | |
| 0.9981 | 0.06 | |
| -1.7292 | -0.03 | |
| 3.8163 | 0.22 | |
| -5.5623 | -0.43 | |
| 5.7690 | 0.55 |
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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