V-Lab
iShares 10-20 Year Treasury Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:9.59% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3805 | 11.61 | |
| 0.0555 | 28.53 | |
| 0.9925 | 1,194.38 | |
| 14.2106 | 2.62 |
Estimation Period:
Jan 11, 2007 to Jul 11, 2025
Jan 11, 2007 to Jul 11, 2025
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