iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:1.36% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 4.53 | |
| 0.0569 | 63.75 | |
| 0.9990 | 4,582.57 | |
| 6.3036 | 20.49 |
Estimation Period:
Jul 26, 2002 to Oct 10, 2025
Jul 26, 2002 to Oct 10, 2025
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