iShares iBonds Dec 2022 Term Muni Bond ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 12.82 | |
| 0.1624 | 17.80 | |
| 0.8353 | 120.20 | |
| 0.0128 | 4.63 |
Estimation Period:
Sep 7, 2015 to Nov 25, 2022
Sep 7, 2015 to Nov 25, 2022
News Impact Curve
Volatility Forecasts
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