V-Lab
iShares iBoxx $ High Yield Corporate Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:7.10% (-0.48%)
Analysis last updated: Thursday, April 18, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0017 | -3.53 | |
| 0.1150 | 29.38 | |
| 0.8842 | 254.53 | |
| 0.2167 | 16.48 |
Estimation Period:
Apr 11, 2007 to Apr 12, 2024
Apr 11, 2007 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
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