iShares iBonds Dec 2023 Term Corporate ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6985 | 6,984,670.00 | |
| 0.0515 | 515,330.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0712 | 19.26 | |
| 0.6705 | 17.91 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 12, 2015 to Dec 15, 2023
Mar 12, 2015 to Dec 15, 2023
News Impact Curve
Volatility Forecasts
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