iShares 1-3 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:-0.00% (-2.96%)
Parameter Estimates
param | t-stat | |
---|---|---|
101 | ||
1.0000 | 9,999,900.00 | |
0.0001 | 570.00 | |
-0.0001 | -940.00 | |
2.5064 | 22.98 | |
0.7494 | 57.68 | |
0.0000 | 0.00 |
Estimation Period:
Jul 26, 2002 to Oct 10, 2025
Jul 26, 2002 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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