iShares iBonds Dec 2022 Term Corporate ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1355 | 3.69 | |
| 0.1399 | 3.21 | |
| 0.7103 | 10.32 | |
| -0.0835 | -0.36 | |
| 0.3032 | 0.94 | |
| -0.6257 | -2.99 | |
| 1.4985 | 5.42 |
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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