V-Lab
iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:0.37% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0953 | 20.34 | |
| 0.9213 | 434.98 | |
| -0.0356 | -6.08 |
Estimation Period:
Jan 11, 2007 to May 30, 2025
Jan 11, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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