V-Lab
iShares 10-20 Year Treasury Bond ETF APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:11.55% (-0.17%)
Analysis last updated: Thursday, April 25, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 11.52 | |
| 0.0635 | 29.92 | |
| 0.9327 | 426.27 | |
| -0.0163 | -1.01 | |
| 1.8126 | 27.59 |
Estimation Period:
Jan 11, 2007 to Apr 19, 2024
Jan 11, 2007 to Apr 19, 2024
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