Ishares Enhnc Sht-Trm BD ACT GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
1.24%
increased by 0.28%
1 Week
1.84%
increased by 0.88%
1 Month
3.28%
increased by 2.32%
Analysis last updated: Friday, May 22, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 7.11 | |
| 2.0000 | 4.18 | |
| 0.0000 | 0.00 | |
| -2.0000 | -4.16 |
Estimation Period:
Jul 18, 2024 to May 22, 2026
Jul 18, 2024 to May 22, 2026
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