iShares Short Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:0.34% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 6.65 | |
| 0.0589 | 59.59 | |
| 0.9990 | 6,986.01 | |
| 6.0144 | 16.35 |
Estimation Period:
Jan 11, 2007 to Oct 31, 2025
Jan 11, 2007 to Oct 31, 2025
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