V-Lab
iShares Short Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:0.80% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1011 | 16.21 | |
| 0.9242 | 472.96 | |
| -0.0589 | -4.73 | |
| 0.0001 | 3.27 | |
| 0.0000 | 0.00 | |
| 0.7431 | 12.13 |
Estimation Period:
Jan 11, 2007 to Jun 13, 2025
Jan 11, 2007 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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