V-Lab
iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:0.35% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0940 | 20.23 | |
| 0.9211 | 409.55 | |
| -0.0413 | -7.21 |
Estimation Period:
Jan 11, 2007 to May 2, 2025
Jan 11, 2007 to May 2, 2025
News Impact Curve
Volatility Forecasts
Other iShares Short Treasury Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs