iShares 1-3 Year Treasury Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:2.81% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 11.00 | |
| 0.0599 | 33.70 | |
| 0.9401 | 540.94 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 26, 2002 to Nov 7, 2025
Jul 26, 2002 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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