Ishares 1-5 YR Ldrd Corp BD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.17% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0779 | 4.70 | |
| 0.0834 | 3.99 | |
| 0.7836 | 20.41 | |
| -0.3752 | -2.11 | |
| 0.5544 | 2.04 | |
| -0.1429 | -0.70 | |
| -0.1689 | -0.90 | |
| 0.2929 | 1.60 | |
| -0.3189 | -1.89 | |
| 0.5128 | 3.79 | |
| -0.7894 | -6.85 | |
| 0.6078 | 6.91 |
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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