iShares 1-3 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:1.95% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9193 | 3.36 | |
| 0.0724 | 6.40 | |
| 0.9036 | 64.85 | |
| -0.4215 | -2.22 | |
| 0.8389 | 2.92 | |
| -0.8548 | -3.60 | |
| 0.4784 | 2.24 | |
| 0.3218 | 1.98 | |
| -0.5885 | -3.62 | |
| 0.0008 | 0.00 | |
| 0.8623 | 4.04 | |
| -1.0838 | -4.46 | |
| 0.5049 | 2.93 |
Estimation Period:
Jul 26, 2002 to Mar 13, 2026
Jul 26, 2002 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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