V-Lab
iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:1.45% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 4.46 | |
| 0.0578 | 63.07 | |
| 0.9990 | 4,500.00 | |
| 6.4609 | 19.06 |
Estimation Period:
Jul 26, 2002 to Jul 11, 2025
Jul 26, 2002 to Jul 11, 2025
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