Vanguard Core Plus Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.97% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1314 | 2.68 | |
| 0.0000 | 0.00 | |
| 0.8691 | 4.41 | |
| -1.4195 | -0.41 | |
| 3.7387 | 0.84 | |
| -5.7980 | -2.63 | |
| 5.6316 | 3.79 |
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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