Ishares 1-5 YR Laddered GOV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.76% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4101 | 9.34 | |
| 0.0872 | 3.23 | |
| 0.7053 | 15.32 | |
| -0.2598 | -1.95 | |
| 0.2930 | 1.39 | |
| 0.0958 | 0.65 | |
| -0.2385 | -1.89 | |
| 0.2500 | 2.09 | |
| -0.3291 | -2.84 | |
| 0.6188 | 6.11 | |
| -0.9297 | -8.62 | |
| 0.6589 | 3.79 |
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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