V-Lab
V-Lab
iShares Short Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:0.39% (+0.03%)

Analysis last updated: Friday, November 22, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Short Treasury Bond ETF GAS-GARCH-T
paramt-stat
ω0.00106.66
α0.064456.99
β0.99906889.66
ν711.31
Estimation Period:
Jan 11, 2007 to Nov 22, 2024