iShares Short Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:0.52% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3407 | 6.20 | |
| 0.1090 | 5.83 | |
| 0.7860 | 22.42 | |
| -0.4464 | -2.36 | |
| 0.5353 | 2.07 | |
| -0.1836 | -1.15 | |
| 0.4555 | 2.82 | |
| -0.4770 | -3.13 | |
| 0.1575 | 0.92 | |
| -0.4581 | -2.42 | |
| 1.1345 | 6.83 | |
| -1.0346 | -5.09 | |
| 0.2459 | 1.22 |
Estimation Period:
Jan 11, 2007 to Oct 10, 2025
Jan 11, 2007 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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