Ishares 1-5 YR Laddered GOV EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.62% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0352 | -9.92 | |
| 0.1444 | 21.77 | |
| 0.9876 | 846.99 | |
| 0.0317 | 4.44 |
Estimation Period:
Jan 31, 2008 to Feb 6, 2026
Jan 31, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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