Ishares 1-5 YR Laddered GOV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.59% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 8.44 | |
| 0.0411 | 50.09 | |
| 0.9984 | 6,014.37 | |
| 4.8133 | 28.65 |
Estimation Period:
Jan 31, 2008 to Feb 6, 2026
Jan 31, 2008 to Feb 6, 2026
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