Ishares 1-10 YR LDR Govt BD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.47% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 7.75 | |
| 0.0344 | 36.64 | |
| 0.9949 | 1,170.51 | |
| 4.4375 | 21.42 |
Estimation Period:
Oct 25, 2011 to Feb 6, 2026
Oct 25, 2011 to Feb 6, 2026
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