V-Lab
iShares 10-20 Year Treasury Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:9.64% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0095 | -11.86 | |
| 0.1341 | 26.86 | |
| 0.9888 | 1,318.42 | |
| 0.0010 | 0.26 |
Estimation Period:
Jan 11, 2007 to Jul 11, 2025
Jan 11, 2007 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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