iShares iBonds Dec 2022 Term Corporate ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 9.17 | |
| 0.0948 | 8.26 | |
| 0.8998 | 263.64 | |
| 0.0108 | 0.46 |
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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