Ishares IBD OCT 2024 T T ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4576 | 1.02 | |
| 0.0000 | 0.00 | |
| 0.4481 | 0.26 | |
| -232.0374 | -0.92 | |
| 543.1488 | 1.58 | |
| -652.6524 | -2.47 | |
| 528.1799 | 1.91 | |
| -127.5028 | -0.71 | |
| -383.1435 | -2.27 | |
| 836.5509 | 3.06 | |
| -1,083.5980 | -3.52 | |
| 1,068.0550 | 3.94 | |
| -657.2902 | -4.21 |
Estimation Period:
Sep 18, 2023 to Oct 11, 2024
Sep 18, 2023 to Oct 11, 2024
News Impact Curve
Volatility Forecasts
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