iShares Ultra Short Duration Bond Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.87% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7773 | 3.27 | |
| 0.1184 | 3.74 | |
| 0.7790 | 20.54 | |
| -0.0851 | -0.11 | |
| -0.1824 | -0.15 | |
| -0.4401 | -0.58 | |
| 1.5314 | 2.28 | |
| -1.0460 | -1.75 | |
| 0.1799 | 0.35 | |
| 0.8811 | 1.77 | |
| -2.0115 | -4.46 | |
| 2.5255 | 4.98 | |
| -2.1939 | -4.59 |
Estimation Period:
Dec 13, 2013 to Feb 6, 2026
Dec 13, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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