iShares iBonds Mar 2023 Term Corporate ex-Financials ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1838 | 21.97 | |
| 0.6576 | 44.53 | |
| 0.0424 | 2.82 | |
| 0.0000 | 2.33 | |
| 0.0510 | 5.23 | |
| 0.9481 | 93.75 |
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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