iShares iBonds Dec 2023 Term Corporate ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0845 | 5.21 | |
| 0.1007 | 39.10 | |
| 0.9990 | 5,149.48 | |
| 6.9447 | 10.24 |
Estimation Period:
Mar 12, 2015 to Dec 15, 2023
Mar 12, 2015 to Dec 15, 2023
Other iShares iBonds Dec 2023 Term Corporate ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs