iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:0.50% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0894 | 20.58 | |
| 0.9355 | 581.08 | |
| -0.0605 | -11.83 |
Estimation Period:
Jan 11, 2007 to Oct 10, 2025
Jan 11, 2007 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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