iShares 1-3 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:1.81% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1120 | 4.52 | |
| 0.0719 | 6.68 | |
| 0.9131 | 80.57 | |
| -0.0965 | -0.81 | |
| 0.2265 | 1.30 | |
| -0.4611 | -4.15 | |
| 0.7432 | 5.78 | |
| -0.6357 | -4.64 | |
| 0.2109 | 1.44 | |
| 0.2403 | 1.74 | |
| -0.3889 | -4.11 |
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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