V-Lab
iShares Short Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:0.45% (-0.01%)
Analysis last updated: Monday, November 4, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.0848 | 21.07 | |
| 0.9346 | 387.64 | |
| -0.0446 | -6.24 |
Estimation Period:
Jan 11, 2007 to Nov 1, 2024
Jan 11, 2007 to Nov 1, 2024
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