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V-Lab

Vangurd Ultra-Shrt Trsry ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.36% (0.00%)
Analysis last updated: Thursday, February 12, 2026 at 03:15 AM UTC
Date Range:

from

to

6M ·

All

graph of Vangurd Ultra-Shrt Trsry ETF SGARCH
paramt-stat
ω1.04742.66
α0.00000.00
β0.29200.09
γ1115.85711.72
γ2-213.8589-2.19
γ3201.99973.27
γ4-200.7615-2.95
γ5209.59542.26
γ6-273.3489-2.22
γ7283.42632.20
Estimation Period:
Feb 11, 2025 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts