V-Lab
iShares 1-3 Year Treasury Bond ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:1.45% (-0.01%)
Analysis last updated: Monday, November 4, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 12.00 | |
| 0.0634 | 32.41 | |
| 0.9366 | 497.16 |
Estimation Period:
Jul 26, 2002 to Nov 1, 2024
Jul 26, 2002 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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