iShares iBonds Dec 2024 Term Corporate ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 1.50 | |
| 0.0517 | 7.55 | |
| 0.9374 | 287.63 | |
| 0.0217 | 2.16 |
Estimation Period:
Mar 12, 2015 to Dec 13, 2024
Mar 12, 2015 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
Other iShares iBonds Dec 2024 Term Corporate ETF Analyses
Other GJR-GARCH Analyses on ETFs