iShares iBonds Dec 2022 Term Treasury ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.7384 | 5.89 | |
| 1.0000 | 9.61 | |
| 0.0000 | 0.00 |
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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