iShares iBonds Dec 2023 Term Treasury ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7684 | 4.19 | |
| 0.0593 | 2.01 | |
| 0.7954 | 10.93 | |
| 3.0425 | 4.18 | |
| -4.3930 | -4.18 | |
| 1.9124 | 2.93 |
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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