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Ishares 1-10 YR LDR Grws CR Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.62% (-0.01%)
Analysis last updated: Saturday, February 14, 2026 at 05:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ishares 1-10 YR LDR Grws CR SGARCH
paramt-stat
ω1.07583.62
α0.07233.78
β0.812623.42
γ10.28550.69
γ2-0.2655-0.47
γ3-0.0735-0.22
γ4-0.1740-0.48
γ50.87741.57
γ6-1.5612-2.30
γ71.90305.11
γ8-1.6466-6.58
γ90.77642.41
γ10-0.2824-0.63
Estimation Period:
Oct 25, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts