iShares Interest Rate Hedged Emerging Markets Bond ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6727 | 3.79 | |
| 0.1454 | 2.94 | |
| 0.6894 | 8.33 | |
| 3.6364 | 2.45 | |
| -2.9627 | -1.30 | |
| -2.0511 | -1.35 | |
| 3.3905 | 2.57 | |
| -5.4558 | -4.21 | |
| 7.6150 | 6.24 | |
| -6.1260 | -7.81 |
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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