V-Lab
iShares 1-3 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:-0.00% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 310.00 | |
| -0.0000 | -430.00 | |
| 0.0008 | 21.53 | |
| 0.6029 | 1,470.47 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 26, 2002 to May 9, 2025
Jul 26, 2002 to May 9, 2025
News Impact Curve
Volatility Forecasts
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