iShares iBonds Mar 2023 Term Corporate ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 11.33 | |
| 0.1133 | 12.39 | |
| 0.8819 | 250.60 | |
| 0.0096 | 0.49 |
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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