iShares iBonds Dec 2024 Term Corporate ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0596 | 7.12 | |
| 0.0792 | 43.33 | |
| 0.9990 | 5,459.02 | |
| 5.9901 | 16.49 |
Estimation Period:
Mar 12, 2015 to Dec 13, 2024
Mar 12, 2015 to Dec 13, 2024
Other iShares iBonds Dec 2024 Term Corporate ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs