V-Lab
iShares 10-20 Year Treasury Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:11.62% (-0.37%)
Analysis last updated: Tuesday, April 23, 2024 at 09:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0096 | -11.24 | |
| 0.1370 | 26.22 | |
| 0.9888 | 1270.95 | |
| 0.0006 | 0.14 |
Estimation Period:
Jan 11, 2007 to Apr 19, 2024
Jan 11, 2007 to Apr 19, 2024
News Impact Curve
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