Global US 7 10 YR TRE BD ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.47% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 5.80 | |
| 0.0352 | 8.70 | |
| 0.9654 | 330.85 | |
| -0.0244 | -4.21 |
Estimation Period:
Apr 8, 2015 to Feb 6, 2026
Apr 8, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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