Vanguard Core Plus Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.34% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0546 | -0.01 | |
| -0.0947 | -0.00 | |
| 0.9792 | 43.89 | |
| -0.0516 | -0.01 |
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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