V-Lab
iShares Short Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:0.49% (+0.05%)
Analysis last updated: Thursday, May 2, 2024 at 09:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1112 | 18.97 | |
| 0.9200 | 349.28 | |
| -0.0689 | -8.04 | |
| 0.0000 | 10.00 | |
| 0.0000 | 0.03 | |
| 0.9974 | 7073.55 |
Estimation Period:
Jan 11, 2007 to Apr 26, 2024
Jan 11, 2007 to Apr 26, 2024
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