iShares iBonds Dec 2022 Term Treasury ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6550 | 5.62 | |
| 0.1971 | 49.79 | |
| 0.9990 | 5,644.07 | |
| 2.0285 | 1,138.98 |
Estimation Period:
Mar 5, 2020 to Dec 9, 2022
Mar 5, 2020 to Dec 9, 2022
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