iShares iBonds Dec 2022 Term Corporate ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0493 | 12.87 | |
| 0.9410 | 242.53 | |
| 0.0192 | 6.06 | |
| 0.1346 | 0.65 | |
| 0.5753 | 0.72 | |
| 0.0000 | 0.00 |
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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