Ishares Conv Bond Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.43% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8367 | 9.61 | |
| 0.1797 | 7.56 | |
| 0.7284 | 21.69 | |
| -0.0018 | -1.86 |
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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