iShares 1-3 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:0.06% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0001 | 600.00 | |
| -0.0001 | -1,000.00 | |
| 4.9019 | 49,018,830.00 | |
| 0.5098 | 5,098,220.00 | |
| 0.0000 | 100.00 |
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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