Vanguard Lg-Trm Tx-Ex BD ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.62% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0769 | 5.54 | |
| 0.2666 | 2.39 | |
| 0.3433 | 1.68 | |
| 0.5024 | 0.61 |
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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