V-Lab
iShares 1-3 Year Treasury Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:1.96% (-0.06%)
Analysis last updated: Friday, April 26, 2024 at 09:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9209 | 3.43 | |
| 0.0723 | 6.24 | |
| 0.9031 | 61.47 | |
| -0.4049 | -2.31 | |
| 0.8180 | 3.13 | |
| -0.8898 | -4.16 | |
| 0.6131 | 2.99 | |
| 0.1528 | 0.95 | |
| -0.5272 | -3.54 | |
| 0.1088 | 0.62 | |
| 0.7128 | 3.23 | |
| -1.1974 | -2.70 |
Estimation Period:
Jul 26, 2002 to Apr 26, 2024
Jul 26, 2002 to Apr 26, 2024
News Impact Curve
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