V-Lab
iShares 1-3 Year Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 9th, 2025:1.96% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 12.00 | |
| 0.0673 | 20.42 | |
| 0.9360 | 510.93 | |
| -0.0067 | -1.22 |
Estimation Period:
Jul 26, 2002 to Apr 4, 2025
Jul 26, 2002 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other iShares 1-3 Year Treasury Bond ETF Analyses
Other GJR-GARCH Analyses on ETFs