iShares iBonds Mar 2023 Term Corporate ex-Financials ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0156 | -5.87 | |
| 0.2842 | 31.81 | |
| 0.9901 | 1,140.66 | |
| -0.0245 | -2.74 |
Estimation Period:
Apr 19, 2013 to Mar 24, 2023
Apr 19, 2013 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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