iShares iBonds Dec 2030 Term Corporate ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.96% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0069 | -5.30 | |
| 0.0466 | 10.60 | |
| 0.9963 | 1,275.66 | |
| -0.0473 | -15.10 |
Estimation Period:
Jun 25, 2020 to Feb 6, 2026
Jun 25, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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