iShares 10-20 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:2.56% (-6.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7084 | 7,083,520.00 | |
| 0.0416 | 416,480.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0815 | 6.00 | |
| 0.8162 | 14.28 | |
| 0.0000 | 0.00 |
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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