Ishares 1-5 YR Laddered GOV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.71% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4233 | 9.39 | |
| 0.0870 | 3.22 | |
| 0.7062 | 15.40 | |
| -0.2519 | -1.88 | |
| 0.2844 | 1.34 | |
| 0.0936 | 0.63 | |
| -0.2310 | -1.83 | |
| 0.2412 | 2.02 | |
| -0.3235 | -2.80 | |
| 0.6211 | 6.29 | |
| -0.9471 | -10.35 | |
| 0.7138 | 10.06 |
Estimation Period:
Jan 31, 2008 to Feb 6, 2026
Jan 31, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ishares 1-5 YR Laddered GOV Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs