iShares 10-20 Year Treasury Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:7.82% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 12.28 | |
| 0.0606 | 14.24 | |
| 0.9343 | 484.11 | |
| -0.0044 | -0.66 |
Estimation Period:
Jan 11, 2007 to Nov 7, 2025
Jan 11, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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