Vanguard Total Treasury ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.48% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.5289 | 0.00 | |
| -0.0000 | -0.00 | |
| 0.0795 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0007 | 0.00 |
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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