Ishares 1-10 YR LDR Govt BD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.69% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0606 | 3.62 | |
| 0.0577 | 2.35 | |
| 0.8464 | 18.24 | |
| 0.4461 | 1.09 | |
| -0.4817 | -0.85 | |
| 0.0025 | 0.01 | |
| -0.0943 | -0.30 | |
| 0.5143 | 1.68 | |
| -1.0119 | -3.21 | |
| 1.5788 | 5.76 | |
| -1.6587 | -6.68 | |
| 0.6413 | 2.75 | |
| 0.2460 | 1.40 |
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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