Vanguard High-Yield Actv ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.79% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 16.07 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.3498 | 1.95 |
Estimation Period:
Sep 17, 2025 to Feb 13, 2026
Sep 17, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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