V-Lab
V-Lab
Ishares IBO OCT 2033 T T ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 13th, 2025:6.56% (-0.13%)

Analysis last updated: Wednesday, March 12, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Ishares IBO OCT 2033 T T ETF GAS-GARCH-T
paramt-stat
ω0.43752.76
α0.02822.49
β0.9990538.54
ν61.02
Estimation Period:
Sep 22, 2023 to Mar 7, 2025