V-Lab
iShares 10-20 Year Treasury Bond ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:11.08% (+1.02%)
Analysis last updated: Monday, November 4, 2024 at 10:54 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 11.71 | |
| 0.0634 | 30.49 | |
| 0.9334 | 437.38 | |
| -0.0198 | -1.23 | |
| 1.7810 | 27.16 |
Estimation Period:
Jan 11, 2007 to Nov 1, 2024
Jan 11, 2007 to Nov 1, 2024
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