Vangurd Ultra-Shrt Trsry ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:0.40% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.7150 | -10.77 | |
| -0.3490 | -6.26 | |
| 0.8998 | 350.66 | |
| -0.0364 | -1.20 |
Estimation Period:
Feb 11, 2025 to Feb 6, 2026
Feb 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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