Ishares Conv Bond Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.73% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8850 | 8.33 | |
| 0.1790 | 7.65 | |
| 0.7328 | 22.63 | |
| 0.0013 | 0.37 |
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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