Ishares IBD OCT 2024 T T ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7781 | 3.89 | |
| 0.0000 | 0.00 | |
| 0.9446 | 6.30 | |
| -57.2539 | -0.40 | |
| 251.1226 | 1.21 | |
| -499.6681 | -3.33 | |
| 645.7501 | 2.94 | |
| -720.0473 | -3.04 | |
| 803.4121 | 3.70 | |
| -805.6156 | -3.82 | |
| 576.7287 | 3.77 | |
| 34.5918 | 0.38 |
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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