V-Lab
iShares 10-20 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:10.96% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7635 | 7.87 | |
| 0.0623 | 6.46 | |
| 0.9092 | 68.43 | |
| -0.0495 | -4.37 | |
| 0.0931 | 5.29 | |
| -0.0647 | -6.21 |
Estimation Period:
Jan 11, 2007 to Jul 11, 2025
Jan 11, 2007 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
Other iShares 10-20 Year Treasury Bond ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs