iShares Short Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:0.62% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3397 | 6.40 | |
| 0.1080 | 5.82 | |
| 0.7792 | 21.33 | |
| -0.4211 | -2.30 | |
| 0.4987 | 1.99 | |
| -0.1610 | -1.05 | |
| 0.4391 | 2.82 | |
| -0.4778 | -3.27 | |
| 0.1611 | 1.00 | |
| -0.4349 | -2.39 | |
| 1.0880 | 6.49 | |
| -0.9750 | -4.53 | |
| 0.1892 | 0.86 |
Estimation Period:
Jan 11, 2007 to Nov 21, 2025
Jan 11, 2007 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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