iShares 1-3 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:0.09% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0001 | 740.00 | |
| -0.0001 | -1,280.00 | |
| 3.4308 | 9.68 | |
| 0.6564 | 9.21 | |
| 0.0001 | 0.00 |
Estimation Period:
Jul 26, 2002 to Nov 21, 2025
Jul 26, 2002 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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