V-Lab
iShares 10-20 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:1.22% (-19.81%)
Analysis last updated: Tuesday, November 5, 2024 at 11:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.7192 | 7191900.00 | |
| 0.0685 | 684560.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 11, 2007 to Nov 1, 2024
Jan 11, 2007 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
Other iShares 10-20 Year Treasury Bond ETF Analyses