iShares iBonds Dec 2022 Term Corporate ETF APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 3.44 | |
| 0.1002 | 22.58 | |
| 0.8998 | 211.33 | |
| 0.0271 | 1.08 | |
| 1.9980 | 18.69 |
Estimation Period:
Mar 12, 2015 to Dec 9, 2022
Mar 12, 2015 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
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