V-Lab
iShares Short Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:0.00% (-0.54%)
Analysis last updated: Thursday, January 30, 2025 at 10:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.0001 | 770.00 | |
| 0.1212 | 1212370.00 | |
| 0.8788 | 8787630.00 |
Estimation Period:
Jan 11, 2007 to Jan 24, 2025
Jan 11, 2007 to Jan 24, 2025
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