V-Lab
iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:1.41% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 4.46 | |
| 0.0577 | 63.10 | |
| 0.9990 | 4,500.00 | |
| 6.4832 | 18.84 |
Estimation Period:
Jul 26, 2002 to Jul 25, 2025
Jul 26, 2002 to Jul 25, 2025
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