iShares Short Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:0.60% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1288 | 13.89 | |
| 0.6957 | 61.49 | |
| -0.0030 | -0.19 | |
| 0.0000 | 1.50 | |
| 0.2830 | 12.18 | |
| 0.7170 | 17.68 |
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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