iShares Inflation Hedged High Yield Bond ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 8.00 | |
| 0.0673 | 6.49 | |
| 0.8448 | 107.48 | |
| 0.1438 | 5.16 |
Estimation Period:
Jun 24, 2022 to Aug 15, 2025
Jun 24, 2022 to Aug 15, 2025
News Impact Curve
Volatility Forecasts
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