V-Lab
iShares Short Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:0.39% (-0.02%)
Analysis last updated: Tuesday, November 5, 2024 at 10:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 6.63 | |
| 0.0636 | 58.12 | |
| 0.9990 | 7035.21 | |
| 6 | 12.70 |
Estimation Period:
Jan 11, 2007 to Nov 1, 2024
Jan 11, 2007 to Nov 1, 2024
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