Vanguard Interme-T T-E B ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.29% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7952 | 7,952,380.00 | |
| 0.0000 | 100.00 | |
| 0.4095 | 4,095,040.00 | |
| 0.0000 | 0.00 | |
| 0.9762 | 25.79 | |
| 0.0002 | 0.01 |
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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