Vanguard Interme-T T-E B ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.19% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.8806 | -9.72 | |
| 0.4544 | 12.92 | |
| 0.7393 | 29.07 | |
| 0.0567 | 1.52 |
Estimation Period:
Jan 30, 2024 to Feb 6, 2026
Jan 30, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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