V-Lab
iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:0.33% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0937 | 20.27 | |
| 0.9209 | 409.82 | |
| -0.0405 | -7.07 |
Estimation Period:
Jan 11, 2007 to May 16, 2025
Jan 11, 2007 to May 16, 2025
News Impact Curve
Volatility Forecasts
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