iShares iBonds Dec 2031 Term Treasury ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.16% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0445 | 1.39 | |
| 0.7330 | 34.42 | |
| -0.0298 | -1.18 | |
| 0.0000 | 0.00 | |
| 0.7237 | 0.26 | |
| 0.1912 | 0.06 |
Estimation Period:
Jul 13, 2021 to Feb 6, 2026
Jul 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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