Vanguard Short Duratn BD ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.85% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 0.05 | |
| 0.0000 | 0.00 | |
| 0.9416 | 0.54 |
Estimation Period:
Apr 4, 2025 to Feb 6, 2026
Apr 4, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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