iShares 3-7 Year Treasury Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.03% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0296 | -10.46 | |
| 0.1591 | 33.43 | |
| 0.9883 | 1,001.28 | |
| -0.0109 | -2.74 |
Estimation Period:
Jan 11, 2007 to Feb 13, 2026
Jan 11, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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