iShares 10-20 Year Treasury Bond ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:7.73% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 13.45 | |
| 0.0586 | 30.25 | |
| 0.9340 | 482.45 |
Estimation Period:
Jan 11, 2007 to Nov 7, 2025
Jan 11, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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