Vanguard Core Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.92% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0238 | 8.09 | |
| 0.0267 | 0.76 | |
| 0.7572 | 1.71 | |
| -0.4935 | -2.68 |
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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