iShares iBonds Mar 2023 Term Corporate ex-Financials ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8102 | 5.43 | |
| 0.2052 | 5.67 | |
| 0.6131 | 12.20 | |
| 2.1192 | 5.23 | |
| -3.2545 | -5.15 | |
| 1.5992 | 3.23 | |
| -0.6942 | -1.58 | |
| 0.4817 | 1.18 | |
| -0.9479 | -2.01 | |
| 1.7637 | 3.46 | |
| -1.4204 | -3.76 |
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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