iShares 10-20 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:7.65% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3723 | 11.60 | |
| 0.0546 | 28.70 | |
| 0.9925 | 1,175.92 | |
| 14.1253 | 2.63 |
Estimation Period:
Jan 11, 2007 to Dec 5, 2025
Jan 11, 2007 to Dec 5, 2025
Other iShares 10-20 Year Treasury Bond ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs