Vanguard Short Duratn BD ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.78% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0877 | 3.45 | |
| 0.0000 | 0.00 | |
| 0.8942 | 6.03 | |
| 0.5862 | 0.67 |
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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