Vanguard Lg-Trm Tx-Ex BD ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.36% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 8.04 | |
| 0.3003 | 9.74 | |
| 0.2948 | 5.82 | |
| -0.0435 | -2.79 |
Estimation Period:
May 22, 2025 to Feb 6, 2026
May 22, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard Lg-Trm Tx-Ex BD ETF Analyses
Other AGARCH Analyses on ETFs