V-Lab: Ishares IBO OCT 2033 T T ETF Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ishares IBO OCT 2033 T T ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 13th, 2025:5.93% (0.00%)

Analysis last updated: Wednesday, March 12, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2157	4.35
$α$	0.0000	0.00
$β$	0.9493	13.40
$γ_{1}$	0.2954	1.56

Estimation Period:
Sep 22, 2023 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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