iShares 0-1 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:0.85% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1258 | 12.57 | |
| 0.6829 | 52.49 | |
| -0.0061 | -0.36 | |
| 0.0000 | 1.00 | |
| 0.2558 | 12.72 | |
| 0.7442 | 19.28 |
Estimation Period:
Jan 11, 2007 to Dec 12, 2025
Jan 11, 2007 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other iShares 0-1 Year Treasury Bond ETF Analyses
Other MF2-GARCH Analyses on ETFs