iShares iBonds Dec 2023 Term Treasury ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7426 | 4.30 | |
| 0.0584 | 2.02 | |
| 0.7992 | 11.34 | |
| 2.9839 | 4.35 | |
| -4.2657 | -4.47 | |
| 1.6761 | 4.35 |
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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