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Ishares 1-5 YR Laddered GOV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.71% (+0.03%)
Analysis last updated: Friday, February 13, 2026 at 12:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ishares 1-5 YR Laddered GOV S0GARCH
paramt-stat
ω1.42339.39
α0.08703.22
β0.706215.40
γ1-0.2519-1.88
γ20.28441.34
γ30.09360.63
γ4-0.2310-1.83
γ50.24122.02
γ6-0.3235-2.80
γ70.62116.29
γ8-0.9471-10.35
γ90.713810.06
Estimation Period:
Jan 31, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts