V-Lab
iShares iBoxx $ Investment Grade Corporate Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:9.90% (+1.41%)
Analysis last updated: Monday, April 15, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0238 | -12.89 | |
| 0.1737 | 19.82 | |
| 0.9829 | 884.66 | |
| -0.0420 | -6.09 |
Estimation Period:
Jul 26, 2002 to Apr 12, 2024
Jul 26, 2002 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
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