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V-Lab

Ishares 1-5 YR Laddered GOV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.76% (+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 SGARCH
paramt-stat
ω1.41019.34
α0.08723.23
β0.705315.32
γ1-0.2598-1.95
γ20.29301.39
γ30.09580.65
γ4-0.2385-1.89
γ50.25002.09
γ6-0.3291-2.84
γ70.61886.11
γ8-0.9297-8.62
γ90.65893.79
Estimation Period:
Jan 31, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts