Ishares Conv Bond Index ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.04% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 20.04 | |
| 0.1734 | 30.57 | |
| 0.7481 | 95.46 |
Estimation Period:
Jun 14, 2011 to Feb 6, 2026
Jun 14, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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