V-Lab
iShares 1-3 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:0.14% (-1.32%)
Analysis last updated: Thursday, November 21, 2024 at 10:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0003 | 7.94 | |
| 1.0000 | 615.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 26, 2002 to Nov 15, 2024
Jul 26, 2002 to Nov 15, 2024
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