V-Lab
iShares 1-3 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:0.00% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.9998 | 9,998,120.00 | |
| 0.0000 | 110.00 | |
| 0.0004 | 3,540.00 | |
| 9.3695 | 93,695,350.00 | |
| 0.0631 | 630,520.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jul 26, 2002 to Aug 22, 2025
Jul 26, 2002 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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