V-Lab
iShares 1-3 Year Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:1.74% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 12.00 | |
| 0.0668 | 20.68 | |
| 0.9367 | 521.55 | |
| -0.0071 | -1.33 |
Estimation Period:
Jul 26, 2002 to Jun 27, 2025
Jul 26, 2002 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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