Vanguard Lg-Trm Tx-Ex BD ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.30% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9651 | 4.83 | |
| 0.2675 | 2.52 | |
| 0.3431 | 1.71 | |
| -1.7709 | -0.44 |
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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