iShares iBonds Dec 2025 Term Corporate ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0280 | 4.63 | |
| 0.9601 | 206.55 | |
| 0.0234 | 7.13 | |
| 0.0913 | 0.85 | |
| 0.3380 | 0.85 | |
| 0.2082 | 0.22 |
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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