Vangurd Ultra-Shrt Trsry ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.36% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0474 | 2.66 | |
| 0.0000 | 0.00 | |
| 0.2920 | 0.09 | |
| 115.8571 | 1.72 | |
| -213.8589 | -2.19 | |
| 201.9997 | 3.27 | |
| -200.7615 | -2.95 | |
| 209.5954 | 2.26 | |
| -273.3489 | -2.22 | |
| 283.4263 | 2.20 |
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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