V-Lab: iShares 10-20 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis

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V-Lab

iShares 10-20 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, December 24th, 2024:11.52% (-0.06%)

Analysis last updated: Monday, December 23, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3781	11.55
$α$	0.0564	27.97
$β$	0.9924	1170.24
$ν$	14	2.66

Estimation Period:
Jan 11, 2007 to Dec 20, 2024

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