Vanguard Core Plus Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.09% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0022 | -7.79 | |
| 0.0103 | 9.11 | |
| 0.9873 | 747.99 | |
| 0.4711 | 16.55 |
Estimation Period:
Dec 7, 2023 to Feb 6, 2026
Dec 7, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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