Vanguard Lg-Trm Tx-Ex BD ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.75% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 7.86 | |
| 0.3379 | 5.89 | |
| 0.3184 | 6.72 | |
| -0.1052 | -1.21 |
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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