iShares 0-1 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:0.41% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 6.79 | |
| 0.0568 | 60.61 | |
| 0.9990 | 7,239.13 | |
| 5.5222 | 20.55 |
Estimation Period:
Jan 11, 2007 to Dec 12, 2025
Jan 11, 2007 to Dec 12, 2025
Other iShares 0-1 Year Treasury Bond ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs