Ishares 1-10 YR LDR Govt BD EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.35% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0605 | -11.86 | |
| 0.1254 | 13.58 | |
| 0.9786 | 548.21 | |
| -0.0063 | -0.84 |
Estimation Period:
Oct 25, 2011 to Feb 6, 2026
Oct 25, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ishares 1-10 YR LDR Govt BD Analyses
Other EGARCH Analyses on ETFs