Ishares Enhnc Sht-Trm BD ACT Zero Slope Spline-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
1.10%
unchanged at 0.00%
1 Week
1.10%
unchanged at 0.00%
1 Month
1.10%
unchanged at 0.00%
Analysis last updated: Friday, May 22, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7887 | 3.27 | |
| 0.0000 | 0.00 | |
| 1.0000 | 35.66 | |
| -2.8392 | -1.27 | |
| 3.1739 | 0.78 |
Estimation Period:
Jul 18, 2024 to May 22, 2026
Jul 18, 2024 to May 22, 2026
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