Vanguard Total Treasury ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.01% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2457 | 4.01 | |
| 0.0000 | 0.00 | |
| 0.4689 | 0.09 | |
| 1.8798 | 0.34 |
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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