iShares 10-20 Year Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:7.97% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 12.23 | |
| 0.0601 | 14.18 | |
| 0.9350 | 487.98 | |
| -0.0049 | -0.73 |
Estimation Period:
Jan 11, 2007 to Dec 5, 2025
Jan 11, 2007 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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