iShares iBonds Dec 2022 Term Treasury ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0988 | 2.71 | |
| 0.1739 | 3.25 | |
| 0.5720 | 4.76 | |
| 4.8566 | 0.33 | |
| 12.0002 | 0.56 | |
| -42.4153 | -3.06 | |
| 58.8912 | 4.18 | |
| -46.7113 | -3.07 | |
| 11.3475 | 0.86 | |
| 5.3762 | 0.37 | |
| -6.5917 | -0.36 |
Estimation Period:
Mar 5, 2020 to Dec 9, 2022
Mar 5, 2020 to Dec 9, 2022
News Impact Curve
Volatility Forecasts
Other iShares iBonds Dec 2022 Term Treasury ETF Analyses
Other Spline-GARCH Analyses on ETFs