V-Lab
iShares Short Treasury Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:3.43% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0651 | 8.07 | |
| 0.9349 | 311.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 11, 2007 to Jun 20, 2025
Jan 11, 2007 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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