V-Lab
iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:1.15% (0.00%)
Analysis last updated: Monday, December 23, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 4.44 | |
| 0.0585 | 62.52 | |
| 0.9990 | 4479.82 | |
| 6 | 18.73 |
Estimation Period:
Jul 26, 2002 to Dec 20, 2024
Jul 26, 2002 to Dec 20, 2024
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