V-Lab
V-Lab
iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:0.52% (+0.03%)
Analysis last updated: Friday, April 4, 2025 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Short Treasury Bond ETF GJR-GARCH
paramt-stat
ω0.000010.00
α0.094920.12
β0.9214408.61
γ-0.0432-7.41
Estimation Period:
Jan 11, 2007 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts