V-Lab
iShares 10-20 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:11.51% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7625 | 7.86 | |
| 0.0622 | 6.45 | |
| 0.9092 | 68.37 | |
| -0.0500 | -4.39 | |
| 0.0939 | 5.31 | |
| -0.0651 | -6.20 |
Estimation Period:
Jan 11, 2007 to Jun 27, 2025
Jan 11, 2007 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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