V-Lab
iShares 10-20 Year Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:12.60% (-0.35%)
Analysis last updated: Friday, April 19, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 11.95 | |
| 0.0624 | 13.69 | |
| 0.9322 | 453.42 | |
| -0.0042 | -0.57 |
Estimation Period:
Jan 11, 2007 to Apr 19, 2024
Jan 11, 2007 to Apr 19, 2024
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