iShares iBonds Dec 2022 Term Treasury ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 13.00 | |
| 0.1600 | 7.76 | |
| 0.8268 | 95.82 | |
| 0.0074 | 0.19 |
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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