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V-Lab

Ishares 1-10 YR LDR Govt BD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.39% (-0.01%)
Analysis last updated: Saturday, February 14, 2026 at 05:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ishares 1-10 YR LDR Govt BD SGARCH
paramt-stat
ω1.06743.70
α0.05732.29
β0.843517.45
γ10.47411.19
γ2-0.5313-0.95
γ30.04380.12
γ4-0.1326-0.43
γ50.55211.81
γ6-1.0540-3.37
γ71.63556.00
γ8-1.7582-6.94
γ90.85243.12
γ10-0.2868-0.60
Estimation Period:
Oct 25, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts