Ishares 1-10 YR LDR Govt BD AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.43% (+4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 16.48 | |
| 0.0621 | 20.75 | |
| 0.9214 | 308.47 | |
| -0.0045 | -0.57 |
Estimation Period:
Oct 25, 2011 to Feb 6, 2026
Oct 25, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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