V-Lab
iShares 10-20 Year Treasury Bond ETF APARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:11.02% (-0.15%)
Analysis last updated: Thursday, May 2, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 11.55 | |
| 0.0635 | 29.87 | |
| 0.9327 | 425.70 | |
| -0.0182 | -1.13 | |
| 1.8087 | 27.53 |
Estimation Period:
Jan 11, 2007 to Apr 26, 2024
Jan 11, 2007 to Apr 26, 2024
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