iShares Interest Rate Hedged US Aggregate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.65% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 21.95 | |
| 0.0742 | 5.33 | |
| 0.2170 | 8.92 | |
| 0.4282 | 7.41 |
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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