iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:1.27% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 4.63 | |
| 0.0556 | 63.88 | |
| 0.9990 | 4,690.14 | |
| 6.1519 | 22.13 |
Estimation Period:
Jul 26, 2002 to Dec 12, 2025
Jul 26, 2002 to Dec 12, 2025
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