Ishares 1-10 YR LDR Grws CR GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.86% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 13.64 | |
| 0.0909 | 5.11 | |
| 0.8764 | 166.81 | |
| -0.0194 | -0.72 |
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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