Vangurd Ultra-Shrt Trsry ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:0.17% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0414 | 2.66 | |
| 0.0000 | 0.00 | |
| 0.2896 | 0.09 | |
| 114.0390 | 1.70 | |
| -210.5197 | -2.16 | |
| 198.1235 | 3.20 | |
| -194.1855 | -2.85 | |
| 196.7784 | 2.23 | |
| -243.2494 | -2.25 | |
| 207.5021 | 2.55 |
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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