V-Lab
iShares 10-20 Year Treasury Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:3.14% (-4.87%)
Analysis last updated: Friday, May 3, 2024 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.0263 | 24.74 | |
| 0.3000 | 140.39 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 11, 2007 to May 3, 2024
Jan 11, 2007 to May 3, 2024
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