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Ishares 1-10 YR LDR Govt BD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.69% (+0.11%)
Analysis last updated: Friday, February 13, 2026 at 12:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ishares 1-10 YR LDR Govt BD S0GARCH
paramt-stat
ω1.06063.62
α0.05772.35
β0.846418.24
γ10.44611.09
γ2-0.4817-0.85
γ30.00250.01
γ4-0.0943-0.30
γ50.51431.68
γ6-1.0119-3.21
γ71.57885.76
γ8-1.6587-6.68
γ90.64132.75
γ100.24601.40
Estimation Period:
Oct 25, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts