V-Lab
iShares iBoxx $ High Yield Corporate Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:1.71% (-7.72%)
Analysis last updated: Friday, May 3, 2024 at 10:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6882 | 6882260.00 | |
| 0.0618 | 617740.00 | |
| 0.5000 | 5000000.00 | |
| 0.1006 | 7.70 | |
| 0.9176 | 13.23 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 11, 2007 to May 3, 2024
Apr 11, 2007 to May 3, 2024
News Impact Curve
Volatility Forecasts
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