iShares iBonds Mar 2023 Term Corporate ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1979 | 3.96 | |
| 0.1108 | 57.90 | |
| 0.9990 | 3,812.98 | |
| 5.7835 | 18.22 |
Estimation Period:
Jul 10, 2013 to Mar 24, 2023
Jul 10, 2013 to Mar 24, 2023
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