V-Lab
iShares 10-20 Year Treasury Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:11.01% (-0.18%)
Analysis last updated: Tuesday, November 5, 2024 at 11:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 13.34 | |
| 0.0606 | 29.99 | |
| 0.9315 | 460.69 | |
| -0.0129 | -0.84 |
Estimation Period:
Jan 11, 2007 to Nov 1, 2024
Jan 11, 2007 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
Other iShares 10-20 Year Treasury Bond ETF Analyses