iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:0.96% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0700 | 12.16 | |
| 0.9460 | 437.94 | |
| -0.0344 | -4.53 |
Estimation Period:
Jan 11, 2007 to Dec 5, 2025
Jan 11, 2007 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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