V-Lab
iShares Short Treasury Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:0.44% (-0.02%)
Analysis last updated: Tuesday, November 5, 2024 at 10:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0879 | -8.53 | |
| 0.1295 | 20.67 | |
| 0.9887 | 662.19 | |
| 0.0369 | 5.57 |
Estimation Period:
Jan 11, 2007 to Nov 1, 2024
Jan 11, 2007 to Nov 1, 2024
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