V-Lab
iShares 1-3 Year Treasury Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:2.10% (-0.10%)
Analysis last updated: Friday, April 19, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0182 | -7.12 | |
| 0.1527 | 31.33 | |
| 0.9951 | 1998.11 | |
| -0.0034 | -0.75 |
Estimation Period:
Jul 26, 2002 to Apr 19, 2024
Jul 26, 2002 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other iShares 1-3 Year Treasury Bond ETF Analyses