Skip to main content
V-Lab

iShares 1-3 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, April 15th, 2026

1 Day

1.76%

decreased by 0.03%

1 Week

1.77%

decreased by 0.02%

1 Month

1.82%

increased by 0.03%

Analysis last updated: Tuesday, April 14, 2026 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares 1-3 Year Treasury Bond ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.94113.53
α0.07236.36
β0.902662.82
γ1-0.4009-2.20
γ20.81132.94
γ3-0.8502-3.69
γ40.49342.36
γ50.29921.88
γ6-0.5817-3.69
γ70.02130.12
γ80.82894.13
γ9-1.0729-4.74
γ100.51873.14
Estimation Period:
Jul 26, 2002 to Apr 10, 2026