V-Lab
iShares 1-3 Year Treasury Bond ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:1.80% (-0.05%)
Analysis last updated: Tuesday, May 7, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 12.00 | |
| 0.0638 | 32.22 | |
| 0.9362 | 490.91 |
Estimation Period:
Jul 26, 2002 to May 3, 2024
Jul 26, 2002 to May 3, 2024
News Impact Curve
Volatility Forecasts
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