iShares 1-3 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:1.65% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9240 | 3.27 | |
| 0.0739 | 6.46 | |
| 0.9048 | 68.91 | |
| -0.4474 | -2.21 | |
| 0.8756 | 2.81 | |
| -0.8521 | -3.23 | |
| 0.4232 | 1.84 | |
| 0.3937 | 2.27 | |
| -0.6059 | -3.39 | |
| -0.0537 | -0.26 | |
| 0.9013 | 3.43 | |
| -0.9981 | -3.27 | |
| 0.3675 | 1.81 |
Estimation Period:
Jul 26, 2002 to Nov 21, 2025
Jul 26, 2002 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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