V-Lab
iShares Short Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:0.44% (-0.01%)
Analysis last updated: Wednesday, March 5, 2025 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 6.57 | |
| 0.0641 | 57.11 | |
| 0.9990 | 6750.00 | |
| 7 | 11.30 |
Estimation Period:
Jan 11, 2007 to Feb 28, 2025
Jan 11, 2007 to Feb 28, 2025
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