iShares iBonds Dec 2022 Term Muni Bond ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0935 | -14.07 | |
| 0.3050 | 20.26 | |
| 0.9746 | 540.87 | |
| -0.0610 | -5.34 |
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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