V-Lab
iShares Short Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:0.31% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 6.54 | |
| 0.0622 | 58.22 | |
| 0.9990 | 6,842.47 | |
| 6.6443 | 12.76 |
Estimation Period:
Jan 11, 2007 to May 2, 2025
Jan 11, 2007 to May 2, 2025
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