Vanguard Core Plus Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.81% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0322 | 5.54 | |
| 0.0173 | 0.59 | |
| 0.8770 | 7.27 | |
| -0.3923 | -1.70 |
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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