iShares 1-3 Year Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:1.36% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 11.00 | |
| 0.0640 | 20.61 | |
| 0.9392 | 546.04 | |
| -0.0064 | -1.23 |
Estimation Period:
Jul 26, 2002 to Oct 31, 2025
Jul 26, 2002 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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