V-Lab
iShares 1-3 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:0.00% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.9999 | 9,999,210.00 | |
| 0.0000 | 100.00 | |
| 0.0001 | 1,380.00 | |
| 9.0263 | 90,262,870.00 | |
| 0.0499 | 499,190.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jul 26, 2002 to Sep 19, 2025
Jul 26, 2002 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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