Vanguard Lg-Trm Tx-Ex BD ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.98% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 8.01 | |
| 0.2815 | 9.80 | |
| 0.3421 | 7.50 |
Estimation Period:
May 22, 2025 to Feb 6, 2026
May 22, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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