Ishares 1-10 YR LDR Grws CR Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.62% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0758 | 3.62 | |
| 0.0723 | 3.78 | |
| 0.8126 | 23.42 | |
| 0.2855 | 0.69 | |
| -0.2655 | -0.47 | |
| -0.0735 | -0.22 | |
| -0.1740 | -0.48 | |
| 0.8774 | 1.57 | |
| -1.5612 | -2.30 | |
| 1.9030 | 5.11 | |
| -1.6466 | -6.58 | |
| 0.7764 | 2.41 | |
| -0.2824 | -0.63 |
Estimation Period:
Oct 25, 2011 to Feb 13, 2026
Oct 25, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Ishares 1-10 YR LDR Grws CR Analyses
Other Spline-GARCH Analyses on ETFs