V-Lab
iShares Short Treasury Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:0.81% (-0.01%)
Analysis last updated: Tuesday, November 5, 2024 at 10:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7200 | 7.38 | |
| 0.0913 | 5.86 | |
| 0.8724 | 45.52 | |
| -0.0858 | -3.05 | |
| 0.2291 | 4.96 | |
| -0.2756 | -7.00 | |
| 0.4284 | 5.96 |
Estimation Period:
Jan 11, 2007 to Nov 1, 2024
Jan 11, 2007 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
Other iShares Short Treasury Bond ETF Analyses