V-Lab
iShares 1-3 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:0.16% (-1.30%)
Analysis last updated: Monday, November 4, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.8546 | 8545650.00 | |
| 0.0001 | 1110.00 | |
| 0.2906 | 2906490.00 | |
| 0.0002 | 5.33 | |
| 1.0000 | 338.29 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 26, 2002 to Nov 1, 2024
Jul 26, 2002 to Nov 1, 2024
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