Vanguard Core Plus Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.09% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1506 | 9.97 | |
| 0.0295 | 11.33 | |
| 0.9990 | 712.55 | |
| 6.9004 | 2.91 |
Estimation Period:
Dec 7, 2023 to Feb 6, 2026
Dec 7, 2023 to Feb 6, 2026
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