V-Lab
iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:0.37% (-0.01%)
Analysis last updated: Thursday, November 21, 2024 at 10:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0858 | 18.94 | |
| 0.9229 | 414.77 | |
| -0.0263 | -4.39 |
Estimation Period:
Jan 11, 2007 to Nov 15, 2024
Jan 11, 2007 to Nov 15, 2024
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