V-Lab
iShares 1-3 Year Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:1.67% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 12.00 | |
| 0.0670 | 20.63 | |
| 0.9362 | 514.41 | |
| -0.0065 | -1.20 |
Estimation Period:
Jul 26, 2002 to May 30, 2025
Jul 26, 2002 to May 30, 2025
News Impact Curve
Volatility Forecasts
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