iShares iBonds Dec 2022 Term Corporate ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0748 | 6.36 | |
| 0.1074 | 45.61 | |
| 0.9990 | 5,612.36 | |
| 5.9685 | 14.04 |
Estimation Period:
Mar 12, 2015 to Dec 9, 2022
Mar 12, 2015 to Dec 9, 2022
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