iShares iBonds Dec 2022 Term Treasury ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2642 | -10.23 | |
| 0.2038 | 17.03 | |
| 0.9606 | 237.77 | |
| 0.0385 | 2.24 |
Estimation Period:
Mar 5, 2020 to Dec 9, 2022
Mar 5, 2020 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
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