V-Lab
iShares 10-20 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:7.06% (-3.58%)
Analysis last updated: Monday, December 23, 2024 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7050 | 7050240.00 | |
| 0.0450 | 449760.00 | |
| 0.5000 | 5000000.00 | |
| 0.0741 | 6.84 | |
| 0.8403 | 17.62 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 11, 2007 to Dec 20, 2024
Jan 11, 2007 to Dec 20, 2024
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