iShares 10-20 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:9.68% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8052 | 7.42 | |
| 0.0613 | 6.73 | |
| 0.9159 | 79.13 | |
| -0.0404 | -3.47 | |
| 0.0763 | 4.23 | |
| -0.0530 | -5.06 |
Estimation Period:
Jan 11, 2007 to Dec 5, 2025
Jan 11, 2007 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other iShares 10-20 Year Treasury Bond ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs