V-Lab
iShares iBoxx $ Investment Grade Corporate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:8.54% (-0.12%)
Analysis last updated: Wednesday, April 24, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 17.95 | |
| 0.0485 | 10.22 | |
| 0.9130 | 267.81 | |
| 0.0516 | 5.84 |
Estimation Period:
Jul 26, 2002 to Apr 19, 2024
Jul 26, 2002 to Apr 19, 2024
News Impact Curve
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