Vanguard Lg-Trm Tx-Ex BD ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.17% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.1943 | -6.96 | |
| 0.4100 | 8.64 | |
| 0.6113 | 10.87 | |
| 0.0651 | 1.77 |
Estimation Period:
May 22, 2025 to Feb 13, 2026
May 22, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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