iShares Short Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:0.47% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3910 | 6.46 | |
| 0.1104 | 5.82 | |
| 0.7798 | 21.54 | |
| -0.4115 | -2.23 | |
| 0.4907 | 1.94 | |
| -0.1682 | -1.08 | |
| 0.4498 | 2.83 | |
| -0.4850 | -3.25 | |
| 0.1702 | 1.03 | |
| -0.4629 | -2.51 | |
| 1.1496 | 7.09 | |
| -1.0920 | -5.71 | |
| 0.3145 | 1.63 |
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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