iShares iBonds Mar 2023 Term Corporate ex-Financials ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 12.94 | |
| 0.1326 | 31.74 | |
| 0.8674 | 282.08 |
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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