Skip to main content
V-Lab

iShares iBonds Mar 2023 Term Corporate ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, March 30, 2023 at 10:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iShares iBonds Mar 2023 Term Corporate ETF S0GARCH
paramt-stat
ω2.03605.58
α0.20404.61
β0.51748.16
γ12.95284.90
γ2-4.2268-5.05
γ30.93791.96
γ41.17632.34
γ5-1.5049-2.69
γ61.18011.87
γ7-1.5046-2.32
γ82.50363.74
γ9-2.1091-3.70
Estimation Period:
Jul 10, 2013 to Mar 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts