iShares Interest Rate Hedged US Aggregate Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.70% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -1.2872 | -15.07 | |
| 0.2742 | 15.43 | |
| 0.6884 | 32.48 | |
| -0.1739 | -8.06 |
Estimation Period:
Jun 24, 2022 to Feb 6, 2026
Jun 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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