Ishares 1-10 YR LDR Grws CR EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.74% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1105 | -8.81 | |
| 0.1706 | 11.34 | |
| 0.9580 | 192.14 | |
| -0.0079 | -0.54 |
Estimation Period:
Oct 25, 2011 to Feb 6, 2026
Oct 25, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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