iShares 1-3 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:1.85% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9231 | 3.32 | |
| 0.0726 | 6.40 | |
| 0.9056 | 69.16 | |
| -0.4388 | -2.21 | |
| 0.8632 | 2.83 | |
| -0.8486 | -3.29 | |
| 0.4285 | 1.89 | |
| 0.3847 | 2.25 | |
| -0.6042 | -3.44 | |
| -0.0424 | -0.21 | |
| 0.8849 | 3.48 | |
| -0.9894 | -3.34 | |
| 0.3659 | 1.84 |
Estimation Period:
Jul 26, 2002 to Dec 12, 2025
Jul 26, 2002 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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