V-Lab
iShares 10-20 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:9.83% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3782 | 11.66 | |
| 0.0558 | 28.57 | |
| 0.9924 | 1,174.44 | |
| 14.2347 | 2.61 |
Estimation Period:
Jan 11, 2007 to Jul 25, 2025
Jan 11, 2007 to Jul 25, 2025
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