iShares 10-20 Year Treasury Bond ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:8.52% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7088 | 8.36 | |
| 0.0629 | 5.88 | |
| 0.8970 | 55.37 | |
| -0.0706 | -3.74 | |
| 0.0855 | 2.98 | |
| 0.0413 | 1.90 | |
| -0.1704 | -5.32 |
Estimation Period:
Jan 11, 2007 to Oct 31, 2025
Jan 11, 2007 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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