V-Lab
V-Lab
iShares Short Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:0.56% (-0.02%)
Analysis last updated: Thursday, August 28, 2025 at 09:29 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of iShares Short Treasury Bond ETF MF2-GARCH
paramt-stat
m66
α0.120414.38
β0.715567.92
γ0.00580.40
λ10.00001.50
λ20.251612.71
λ30.746521.55
Estimation Period:
Jan 11, 2007 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts