iShares Core International Aggregate Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.34% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0782 | 3.19 | |
| 0.0647 | 26.26 | |
| 0.9935 | 532.72 | |
| 6.3426 | 4.68 |
Estimation Period:
Nov 12, 2015 to Feb 6, 2026
Nov 12, 2015 to Feb 6, 2026
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