V-Lab
iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:0.61% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0964 | 22.28 | |
| 0.9257 | 472.78 | |
| -0.0550 | -10.76 |
Estimation Period:
Jan 11, 2007 to Jun 27, 2025
Jan 11, 2007 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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