iShares Short Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:0.52% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1181 | 18.53 | |
| 0.7420 | 82.39 | |
| -0.0176 | -1.83 | |
| 0.0000 | 5.00 | |
| 1.0000 | 30.45 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 11, 2007 to Oct 31, 2025
Jan 11, 2007 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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