Ishares IBD OCT 2024 T T ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 15.24 | |
| 2.0000 | 1.16 | |
| 0.0000 | 0.00 | |
| -2.0000 | -1.16 |
Estimation Period:
Sep 18, 2023 to Oct 11, 2024
Sep 18, 2023 to Oct 11, 2024
News Impact Curve
Volatility Forecasts
Other Ishares IBD OCT 2024 T T ETF Analyses
Other GJR-GARCH Analyses on ETFs