iShares iBonds Mar 2023 Term Corporate ETF APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 4.43 | |
| 0.1181 | 28.52 | |
| 0.8819 | 167.12 | |
| 0.0210 | 1.01 | |
| 1.9988 | 19.33 |
Estimation Period:
Jul 10, 2013 to Mar 24, 2023
Jul 10, 2013 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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