Ishares 1-5 YR Laddered GOV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.64% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 11.48 | |
| 0.0907 | 15.03 | |
| 0.9271 | 449.41 | |
| -0.0483 | -6.09 |
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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