Vanguard Total Treasury ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.26% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.9808 | 0.85 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 9, 2025 to Feb 13, 2026
Jul 9, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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