iShares Interest Rate Hedged Emerging Markets Bond ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0129 | -3.42 | |
| 0.1037 | 12.52 | |
| 0.9836 | 330.52 | |
| -0.1021 | -13.04 |
Estimation Period:
Sep 3, 2015 to Aug 19, 2022
Sep 3, 2015 to Aug 19, 2022
News Impact Curve
Volatility Forecasts
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