Vanguard Lg-Trm Tx-Ex BD ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.20% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.5000 | 48.07 | |
| 0.0000 | 0.01 | |
| -0.5000 | -48.62 | |
| 0.0000 | 0.00 | |
| 0.0451 | 3.00 | |
| 0.9370 | 58.96 |
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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