V-Lab
iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:1.79% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 4.47 | |
| 0.0578 | 62.84 | |
| 0.9990 | 4,520.36 | |
| 6.4544 | 19.07 |
Estimation Period:
Jul 26, 2002 to Apr 4, 2025
Jul 26, 2002 to Apr 4, 2025
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