Vanguard Interme-T T-E B ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.89% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6781 | 4.18 | |
| 0.2626 | 1.96 | |
| 0.3701 | 2.77 | |
| -0.9823 | -2.86 |
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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