V-Lab
iShares 10-20 Year Treasury Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:11.32% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7679 | 7.83 | |
| 0.0624 | 6.50 | |
| 0.9096 | 69.16 | |
| -0.0484 | -4.27 | |
| 0.0911 | 5.17 | |
| -0.0632 | -6.06 |
Estimation Period:
Jan 11, 2007 to Jul 25, 2025
Jan 11, 2007 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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