iShares iBonds Dec 2023 Term Treasury ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1201 | -1,200,500.00 | |
| 0.1027 | 9.47 | |
| 0.7599 | 12.13 | |
| 0.0000 | 0.00 |
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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