iShares iBonds Mar 2023 Term Corporate ex-Financials ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 11.67 | |
| 0.1211 | 15.22 | |
| 0.8691 | 289.40 | |
| 0.0197 | 1.28 |
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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