V-Lab
iShares 1-3 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:1.42% (+0.47%)
Analysis last updated: Monday, December 23, 2024 at 10:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.7352 | 7351600.00 | |
| 0.0148 | 148400.00 | |
| 0.5000 | 5000000.00 | |
| 10.0000 | 113.61 | |
| 0.9802 | 9802170.00 | |
| 0.0000 | 0.02 |
Estimation Period:
Jul 26, 2002 to Dec 20, 2024
Jul 26, 2002 to Dec 20, 2024
News Impact Curve
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