V-Lab
iShares 10-20 Year Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:11.15% (+1.01%)
Analysis last updated: Monday, November 4, 2024 at 10:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 11.98 | |
| 0.0622 | 13.98 | |
| 0.9329 | 468.81 | |
| -0.0051 | -0.71 |
Estimation Period:
Jan 11, 2007 to Nov 1, 2024
Jan 11, 2007 to Nov 1, 2024
News Impact Curve
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