V-Lab
iShares 1-3 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:1.57% (-0.07%)
Analysis last updated: Thursday, November 21, 2024 at 10:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 4.44 | |
| 0.0587 | 62.50 | |
| 0.9990 | 4500.00 | |
| 7 | 18.34 |
Estimation Period:
Jul 26, 2002 to Nov 15, 2024
Jul 26, 2002 to Nov 15, 2024
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