Vanguard Core Plus Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.51% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 3.15 | |
| 0.0000 | 0.00 | |
| 0.9662 | 168.97 | |
| 0.0345 | 3.02 |
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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