V-Lab
iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:1.43% (0.00%)
Analysis last updated: Monday, November 4, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 4.47 | |
| 0.0583 | 62.52 | |
| 0.9990 | 4520.36 | |
| 6 | 19.38 |
Estimation Period:
Jul 26, 2002 to Nov 1, 2024
Jul 26, 2002 to Nov 1, 2024
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