iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:1.31% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 4.58 | |
| 0.0561 | 63.73 | |
| 0.9990 | 4,625.00 | |
| 6.2472 | 21.08 |
Estimation Period:
Jul 26, 2002 to Nov 21, 2025
Jul 26, 2002 to Nov 21, 2025
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