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V-Lab

iShares Ultra Short Duration Bond Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.87% (-0.03%)
Analysis last updated: Thursday, February 12, 2026 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Ultra Short Duration Bond Active ETF S0GARCH
paramt-stat
ω0.77733.27
α0.11843.74
β0.779020.54
γ1-0.0851-0.11
γ2-0.1824-0.15
γ3-0.4401-0.58
γ41.53142.28
γ5-1.0460-1.75
γ60.17990.35
γ70.88111.77
γ8-2.0115-4.46
γ92.52554.98
γ10-2.1939-4.59
Estimation Period:
Dec 13, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts