iShares Short Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:0.37% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 6.67 | |
| 0.0588 | 59.62 | |
| 0.9990 | 7,035.21 | |
| 5.9859 | 16.50 |
Estimation Period:
Jan 11, 2007 to Oct 10, 2025
Jan 11, 2007 to Oct 10, 2025
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