iShares 1-3 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:1.66% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1224 | 4.60 | |
| 0.0715 | 6.67 | |
| 0.9137 | 81.27 | |
| -0.0917 | -0.77 | |
| 0.2192 | 1.26 | |
| -0.4555 | -4.10 | |
| 0.7378 | 5.77 | |
| -0.6339 | -4.63 | |
| 0.2143 | 1.45 | |
| 0.2328 | 1.67 | |
| -0.3802 | -4.02 |
Estimation Period:
Jul 26, 2002 to Oct 31, 2025
Jul 26, 2002 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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