iShares Interest Rate Hedged US Aggregate Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.98% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2370 | 8.12 | |
| 0.2447 | 3.37 | |
| 0.3862 | 3.07 | |
| 0.1522 | 2.36 |
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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