V-Lab
iShares 10-20 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:0.75% (-8.37%)
Analysis last updated: Thursday, May 2, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.3638 | 46.59 | |
| 0.0900 | 32.69 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 11, 2007 to Apr 26, 2024
Jan 11, 2007 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other iShares 10-20 Year Treasury Bond ETF Analyses