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iShares Interest Rate Hedged Emerging Markets Bond ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, August 23, 2022 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iShares Interest Rate Hedged Emerging Markets Bond ETF S0GARCH
paramt-stat
ω2.67273.79
α0.14542.94
β0.68948.33
γ13.63642.45
γ2-2.9627-1.30
γ3-2.0511-1.35
γ43.39052.57
γ5-5.4558-4.21
γ67.61506.24
γ7-6.1260-7.81
Estimation Period:
Sep 3, 2015 to Aug 19, 2022
Impact of return on volatility tomorrow
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