Vanguard Lg-Trm Tx-Ex BD ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.72% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 5.67 | |
| 0.3006 | 4.02 | |
| 0.6969 | 11.73 | |
| 6.1641 | 1.66 |
Estimation Period:
May 22, 2025 to Feb 6, 2026
May 22, 2025 to Feb 6, 2026
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