iShares iBonds Dec 2023 Term Treasury ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 16.56 | |
| 0.0285 | 4.20 | |
| 0.8483 | 142.43 | |
| 0.1328 | 6.58 |
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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