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Ishares IBD OCT 2025 T T ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, October 15, 2025 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Ishares IBD OCT 2025 T T ETF SGARCH
paramt-stat
ω5.26211.46
α0.975631.47
β0.01140.75
γ1-39.4761-0.82
γ262.08990.64
γ3-28.9111-0.25
γ4-5.7667-0.05
γ530.99700.56
γ6-25.5115-0.66
γ7-36.8880-0.44
γ8144.79831.30
γ9-234.5182-2.27
γ10321.38934.46
Estimation Period:
Sep 18, 2023 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts