Ishares 1-10 YR LDR Grws CR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.87% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0719 | 3.61 | |
| 0.0722 | 3.76 | |
| 0.8133 | 23.69 | |
| 0.2704 | 0.66 | |
| -0.2405 | -0.42 | |
| -0.0924 | -0.27 | |
| -0.1537 | -0.42 | |
| 0.8516 | 1.52 | |
| -1.5288 | -2.25 | |
| 1.8597 | 4.96 | |
| -1.5768 | -6.52 | |
| 0.6390 | 2.30 | |
| 0.0710 | 0.40 |
Estimation Period:
Oct 25, 2011 to Feb 6, 2026
Oct 25, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ishares 1-10 YR LDR Grws CR Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs