iShares Interest Rate Hedged US Aggregate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.49% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 9.22 | |
| 0.1393 | 6.90 | |
| 0.8031 | 29.98 | |
| 4.9476 | 2.49 |
Estimation Period:
Jun 24, 2022 to Feb 6, 2026
Jun 24, 2022 to Feb 6, 2026
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