V-Lab
iShares Short Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:0.39% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0252 | 252,330.00 | |
| -0.0504 | -504,450.00 | |
| 0.0002 | 55.00 | |
| 0.7170 | 360.46 | |
| 0.2830 | 123.17 |
Estimation Period:
Jan 11, 2007 to Jul 25, 2025
Jan 11, 2007 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
Other iShares Short Treasury Bond ETF Analyses
Other MF2-GARCH Analyses on ETFs