iShares 1-3 Year Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:1.53% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 11.00 | |
| 0.0643 | 20.63 | |
| 0.9388 | 541.43 | |
| -0.0064 | -1.23 |
Estimation Period:
Jul 26, 2002 to Oct 10, 2025
Jul 26, 2002 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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