V-Lab
V-Lab
iShares 10-20 Year Treasury Bond ETF GARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:9.54% (-0.28%)
Analysis last updated: Thursday, July 17, 2025 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares 10-20 Year Treasury Bond ETF GARCH
paramt-stat
ω0.003413.32
α0.059230.33
β0.9337480.04
Estimation Period:
Jan 11, 2007 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts