iShares iBonds Dec 2024 Term Corporate ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1666 | 2.61 | |
| 0.0984 | 3.34 | |
| 0.7359 | 12.12 | |
| 0.6925 | 0.69 | |
| -1.0998 | -0.82 | |
| 0.6549 | 0.89 | |
| -0.0693 | -0.11 | |
| 0.1888 | 0.28 | |
| -2.1464 | -2.66 | |
| 4.8085 | 5.44 | |
| -5.9009 | -7.03 | |
| 3.4850 | 5.16 | |
| 0.0075 | 0.02 |
Estimation Period:
Mar 12, 2015 to Dec 13, 2024
Mar 12, 2015 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
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