Vanguard Interme-T T-E B ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.21% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 12.90 | |
| 0.2877 | 7.76 | |
| 0.4364 | 14.20 |
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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