Vanguard Interme-T T-E B ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.39% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 11.99 | |
| 0.3670 | 3.61 | |
| 0.4290 | 13.43 | |
| -0.1701 | -1.41 |
Estimation Period:
Jan 30, 2024 to Feb 13, 2026
Jan 30, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Interme-T T-E B ETF Analyses
Other GJR-GARCH Analyses on ETFs