V-Lab
V-Lab
iShares Short Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:0.60% (+0.06%)
Analysis last updated: Friday, April 4, 2025 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Short Treasury Bond ETF MF2-GARCH
paramt-stat
m41
α0.137811.96
β0.695346.80
γ0.00540.31
λ10.00001.00
λ20.09124.14
λ30.908836.17
Estimation Period:
Jan 11, 2007 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts