Vanguard Short Duratn BD ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:1.94% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3368 | 4.17 | |
| 0.0000 | 0.00 | |
| 0.6764 | 2.12 | |
| 2.0728 | 0.94 |
Estimation Period:
Apr 4, 2025 to Feb 13, 2026
Apr 4, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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