iShares iBonds Dec 2023 Term Treasury ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2376 | -16.83 | |
| 0.1590 | 17.62 | |
| 0.9583 | 336.35 | |
| -0.0754 | -5.56 |
Estimation Period:
Mar 5, 2020 to Dec 15, 2023
Mar 5, 2020 to Dec 15, 2023
News Impact Curve
Volatility Forecasts
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