V-Lab
iShares 10-20 Year Treasury Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:11.46% (-0.11%)
Analysis last updated: Friday, April 26, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0096 | -11.32 | |
| 0.1368 | 26.18 | |
| 0.9888 | 1267.65 | |
| 0.0008 | 0.21 |
Estimation Period:
Jan 11, 2007 to Apr 26, 2024
Jan 11, 2007 to Apr 26, 2024
News Impact Curve
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