Ishares 1-10 YR LDR Govt BD GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.39% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 15.89 | |
| 0.0608 | 10.67 | |
| 0.9211 | 306.10 | |
| 0.0028 | 0.28 |
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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