V-Lab
iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:1.99% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 4.46 | |
| 0.0577 | 62.81 | |
| 0.9990 | 4,500.00 | |
| 6.4811 | 18.80 |
Estimation Period:
Jul 26, 2002 to May 9, 2025
Jul 26, 2002 to May 9, 2025
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