V-Lab
V-Lab
iShares Short Treasury Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:0.54% (+0.04%)
Analysis last updated: Friday, June 20, 2025 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Short Treasury Bond ETF EGARCH
paramt-stat
ω-0.1167-11.75
α0.146128.10
β0.9852681.34
γ0.04376.95
Estimation Period:
Jan 11, 2007 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts