iShares Interest Rate Hedged Emerging Markets Bond ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7812 | 5.04 | |
| 0.1195 | 42.35 | |
| 0.9901 | 563.53 | |
| 3.5875 | 26.79 |
Estimation Period:
Sep 3, 2015 to Aug 19, 2022
Sep 3, 2015 to Aug 19, 2022
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