V-Lab
iShares Short Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:1.86% (-0.05%)
Analysis last updated: Monday, December 23, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0645 | 32.24 | |
| 0.9493 | 206.81 | |
| -0.0354 | -4.41 | |
| 0.0001 | 0.26 | |
| 0.2992 | 0.26 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 11, 2007 to Dec 20, 2024
Jan 11, 2007 to Dec 20, 2024
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