iShares 1-3 Year Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:1.43% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 11.00 | |
| 0.0637 | 20.65 | |
| 0.9396 | 552.72 | |
| -0.0067 | -1.31 |
Estimation Period:
Jul 26, 2002 to Nov 21, 2025
Jul 26, 2002 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other iShares 1-3 Year Treasury Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs