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V-Lab

iShares iBonds Dec 2022 Term Treasury ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 15, 2022 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of iShares iBonds Dec 2022 Term Treasury ETF SGARCH
paramt-stat
ω3.09882.71
α0.17393.25
β0.57204.76
γ14.85660.33
γ212.00020.56
γ3-42.4153-3.06
γ458.89124.18
γ5-46.7113-3.07
γ611.34750.86
γ75.37620.37
γ8-6.5917-0.36
Estimation Period:
Mar 5, 2020 to Dec 9, 2022
Impact of return on volatility tomorrow
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