Vanguard High-Yield Actv ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.86% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0585 | 7.14 | |
| 0.1341 | 2.35 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 17, 2025 to Feb 6, 2026
Sep 17, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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