V-Lab
V-Lab
iShares Short Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:0.41% (-0.02%)

Analysis last updated: Thursday, January 30, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Short Treasury Bond ETF GAS-GARCH-T
paramt-stat
ω0.00106.55
α0.064158.50
β0.99906889.66
ν712.48
Estimation Period:
Jan 11, 2007 to Jan 24, 2025