iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:0.43% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0988 | 20.07 | |
| 0.9244 | 455.60 | |
| -0.0602 | -10.34 |
Estimation Period:
Jan 11, 2007 to Oct 24, 2025
Jan 11, 2007 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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