iShares iBonds Dec 2025 Term Corporate ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 6.15 | |
| 0.0756 | 8.09 | |
| 0.9160 | 213.27 | |
| 0.0169 | 1.47 |
Estimation Period:
Mar 12, 2015 to Dec 12, 2025
Mar 12, 2015 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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