iShares Short Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:0.37% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 6.72 | |
| 0.0577 | 60.13 | |
| 0.9990 | 7,135.71 | |
| 5.7136 | 18.63 |
Estimation Period:
Jan 11, 2007 to Nov 14, 2025
Jan 11, 2007 to Nov 14, 2025
Other iShares Short Treasury Bond ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs