V-Lab
iShares 10-20 Year Treasury Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:12.62% (-0.16%)
Analysis last updated: Thursday, April 25, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6051 | 6.82 | |
| 0.0667 | 5.41 | |
| 0.8830 | 46.66 | |
| -0.1833 | -3.86 | |
| 0.2386 | 3.26 | |
| -0.0821 | -1.61 | |
| 0.1301 | 2.99 | |
| -0.2191 | -3.99 |
Estimation Period:
Jan 11, 2007 to Apr 19, 2024
Jan 11, 2007 to Apr 19, 2024
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