V-Lab
iShares 10-20 Year Treasury Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:12.00% (-0.26%)
Analysis last updated: Wednesday, May 1, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6053 | 6.83 | |
| 0.0667 | 5.42 | |
| 0.8829 | 46.62 | |
| -0.1830 | -3.87 | |
| 0.2384 | 3.27 | |
| -0.0825 | -1.62 | |
| 0.1319 | 3.03 | |
| -0.2276 | -4.14 |
Estimation Period:
Jan 11, 2007 to Apr 26, 2024
Jan 11, 2007 to Apr 26, 2024
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