iShares iBonds Mar 2023 Term Corporate ex-Financials ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3436 | 4.11 | |
| 0.1866 | 5.30 | |
| 0.6906 | 14.91 | |
| -0.1858 | -1.33 | |
| 0.2194 | 1.13 | |
| -0.1860 | -1.44 | |
| 0.6437 | 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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