Vanguard High-Yield Actv ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.41% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8935 | 4.87 | |
| 0.1471 | 0.71 | |
| 0.0000 | 0.00 | |
| -1.4094 | -0.52 |
Estimation Period:
Sep 17, 2025 to Feb 13, 2026
Sep 17, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard High-Yield Actv ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs