V-Lab
iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:1.63% (-0.07%)
Analysis last updated: Friday, April 26, 2024 at 09:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 4.56 | |
| 0.0587 | 62.42 | |
| 0.9990 | 4603.69 | |
| 6 | 20.80 |
Estimation Period:
Jul 26, 2002 to Apr 26, 2024
Jul 26, 2002 to Apr 26, 2024
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