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iShares iBonds Dec 2024 Term Corporate ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, December 16, 2024 at 10:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iShares iBonds Dec 2024 Term Corporate ETF S0GARCH
paramt-stat
ω2.16662.61
α0.09843.34
β0.735912.12
γ10.69250.69
γ2-1.0998-0.82
γ30.65490.89
γ4-0.0693-0.11
γ50.18880.28
γ6-2.1464-2.66
γ74.80855.44
γ8-5.9009-7.03
γ93.48505.16
γ100.00750.02
Estimation Period:
Mar 12, 2015 to Dec 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts