iShares iBonds Dec 2023 Term Treasury ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0570 | 3.56 | |
| 0.1257 | 38.04 | |
| 0.9990 | 3,619.57 | |
| 6.4838 | 6.10 |
Estimation Period:
Mar 5, 2020 to Dec 15, 2023
Mar 5, 2020 to Dec 15, 2023
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