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Ishares 1-5 YR Ldrd Corp BD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.17% (+0.06%)
Analysis last updated: Thursday, February 12, 2026 at 01:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ishares 1-5 YR Ldrd Corp BD S0GARCH
paramt-stat
ω1.07794.70
α0.08343.99
β0.783620.41
γ1-0.3752-2.11
γ20.55442.04
γ3-0.1429-0.70
γ4-0.1689-0.90
γ50.29291.60
γ6-0.3189-1.89
γ70.51283.79
γ8-0.7894-6.85
γ90.60786.91
Estimation Period:
Feb 25, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts