V-Lab
iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:1.73% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 4.46 | |
| 0.0577 | 62.83 | |
| 0.9990 | 4,500.00 | |
| 6.4894 | 18.75 |
Estimation Period:
Jul 26, 2002 to May 30, 2025
Jul 26, 2002 to May 30, 2025
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