Vanguard Total Treasury ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.10% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -3.3619 | -5.68 | |
| -0.2366 | -4.49 | |
| -0.0706 | -0.37 | |
| -0.0374 | -0.75 |
Estimation Period:
Jul 9, 2025 to Feb 6, 2026
Jul 9, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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