V-Lab
iShares 10-20 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:10.51% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3803 | 11.54 | |
| 0.0557 | 28.42 | |
| 0.9925 | 1,185.77 | |
| 14.1338 | 2.63 |
Estimation Period:
Jan 11, 2007 to Jun 27, 2025
Jan 11, 2007 to Jun 27, 2025
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