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

V-Lab

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

Volatility Prediction for Wednesday, July 30th, 2025:1.61% (+0.02%)

Analysis last updated: Tuesday, July 29, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1199	4.49
$α$	0.0733	6.67
$β$	0.9110	78.18
$γ_{1}$	-0.1076	-0.89
$γ_{2}$	0.2534	1.44
$γ_{3}$	-0.4963	-4.35
$γ_{4}$	0.7717	5.77
$γ_{5}$	-0.6358	-4.51
$γ_{6}$	0.1831	1.27
$γ_{7}$	0.2697	2.07
$γ_{8}$	-0.3998	-4.53

Estimation Period:
Jul 26, 2002 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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