V-Lab: iShares 10-20 Year Treasury Bond ETF Spline-GARCH Volatility Analysis

V-Lab

iShares 10-20 Year Treasury Bond ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:9.71% (-0.27%)

Analysis last updated: Thursday, July 17, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7048	8.18
$α$	0.0637	5.96
$β$	0.8970	55.72
$γ_{1}$	-0.0734	-3.69
$γ_{2}$	0.0883	2.92
$γ_{3}$	0.0392	1.68
$γ_{4}$	-0.1423	-4.01

Estimation Period:
Jan 11, 2007 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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