iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:1.21% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 4.55 | |
| 0.0565 | 63.70 | |
| 0.9990 | 4,603.69 | |
| 6.2770 | 20.77 |
Estimation Period:
Jul 26, 2002 to Oct 31, 2025
Jul 26, 2002 to Oct 31, 2025
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