Ishares 1-5 YR Ldrd Corp BD EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.45% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1029 | -13.01 | |
| 0.1769 | 18.44 | |
| 0.9681 | 404.04 | |
| 0.0051 | 0.64 |
Estimation Period:
Feb 25, 2009 to Feb 6, 2026
Feb 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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