iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:0.72% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0743 | 13.18 | |
| 0.9444 | 391.85 | |
| -0.0447 | -7.22 |
Estimation Period:
Jan 11, 2007 to Nov 14, 2025
Jan 11, 2007 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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