V-Lab
iShares Short Treasury Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:2.06% (+1.38%)
Analysis last updated: Wednesday, May 1, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2481 | 5.56 | |
| 0.0986 | 4.58 | |
| 0.8330 | 21.29 | |
| -0.5345 | -2.47 | |
| 0.6553 | 2.18 | |
| -0.2188 | -1.20 | |
| 0.5004 | 2.64 | |
| -0.6521 | -3.58 | |
| 0.5421 | 2.11 | |
| -1.0166 | -2.58 | |
| 1.6857 | 4.05 | |
| -1.3464 | -1.87 |
Estimation Period:
Jan 11, 2007 to Apr 26, 2024
Jan 11, 2007 to Apr 26, 2024
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