Ishares 1-10 YR LDR Govt BD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.39% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0674 | 3.70 | |
| 0.0573 | 2.29 | |
| 0.8435 | 17.45 | |
| 0.4741 | 1.19 | |
| -0.5313 | -0.95 | |
| 0.0438 | 0.12 | |
| -0.1326 | -0.43 | |
| 0.5521 | 1.81 | |
| -1.0540 | -3.37 | |
| 1.6355 | 6.00 | |
| -1.7582 | -6.94 | |
| 0.8524 | 3.12 | |
| -0.2868 | -0.60 |
Estimation Period:
Oct 25, 2011 to Feb 13, 2026
Oct 25, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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