iShares Core 10+ Year USD Bond ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.84% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 15.39 | |
| 0.0687 | 24.34 | |
| 0.9163 | 295.31 |
Estimation Period:
Dec 9, 2009 to Feb 6, 2026
Dec 9, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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