Skip to main content
V-Lab

Ishares 1-10 YR LDR Grws CR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.87% (-0.03%)
Analysis last updated: Thursday, February 12, 2026 at 01:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ishares 1-10 YR LDR Grws CR S0GARCH
paramt-stat
ω1.07193.61
α0.07223.76
β0.813323.69
γ10.27040.66
γ2-0.2405-0.42
γ3-0.0924-0.27
γ4-0.1537-0.42
γ50.85161.52
γ6-1.5288-2.25
γ71.85974.96
γ8-1.5768-6.52
γ90.63902.30
γ100.07100.40
Estimation Period:
Oct 25, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts