V-Lab
iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:1.17% (-0.04%)
Analysis last updated: Monday, December 23, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0956 | 20.58 | |
| 0.9256 | 470.54 | |
| -0.0485 | -6.64 |
Estimation Period:
Jan 11, 2007 to Dec 20, 2024
Jan 11, 2007 to Dec 20, 2024
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