V-Lab
iShares 10-20 Year Treasury Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:11.77% (-0.04%)
Analysis last updated: Thursday, April 25, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 13.26 | |
| 0.0611 | 29.40 | |
| 0.9308 | 446.44 | |
| -0.0108 | -0.70 |
Estimation Period:
Jan 11, 2007 to Apr 19, 2024
Jan 11, 2007 to Apr 19, 2024
News Impact Curve
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