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

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V-Lab

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

Volatility Prediction for Wednesday, November 12th, 2025:1.72% (-0.02%)

Analysis last updated: Tuesday, November 11, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1254	4.60
$α$	0.0709	6.58
$β$	0.9122	77.37
$γ_{1}$	-0.0863	-0.75
$γ_{2}$	0.2135	1.28
$γ_{3}$	-0.4537	-4.34
$γ_{4}$	0.7349	6.12
$γ_{5}$	-0.6336	-4.91
$γ_{6}$	0.2128	1.51
$γ_{7}$	0.2845	1.99
$γ_{8}$	-0.6053	-2.70

Estimation Period:
Jul 26, 2002 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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