V-Lab
iShares 1-3 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 9th, 2025:0.10% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0003 | 7.85 | |
| 1.0000 | 656.16 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 26, 2002 to Apr 4, 2025
Jul 26, 2002 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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