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iShares iBonds Mar 2023 Term Corporate ex-Financials ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 30, 2023 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iShares iBonds Mar 2023 Term Corporate ex-Financials ETF S0GARCH
paramt-stat
ω2.81025.43
α0.20525.67
β0.613112.20
γ12.11925.23
γ2-3.2545-5.15
γ31.59923.23
γ4-0.6942-1.58
γ50.48171.18
γ6-0.9479-2.01
γ71.76373.46
γ8-1.4204-3.76
Estimation Period:
Apr 19, 2013 to Mar 24, 2023
Impact of return on volatility tomorrow
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