Vanguard Interme-T T-E B ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.68% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8698 | 3.74 | |
| 0.2326 | 1.93 | |
| 0.3601 | 2.36 | |
| 2.4098 | 1.21 | |
| -5.4748 | -1.94 | |
| 4.6300 | 3.41 |
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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