Vanguard Total Treasury ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.94% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2325 | 5.68 | |
| 0.0000 | 0.00 | |
| 0.4844 | 0.10 | |
| 1.5372 | 1.29 |
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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