Ishares 1-5 YR Ldrd Corp BD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.45% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 17.21 | |
| 0.1042 | 13.49 | |
| 0.8887 | 247.90 | |
| -0.0421 | -4.34 |
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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