iShares iBonds Dec 2024 Term Treasury ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 5.12 | |
| 0.1090 | 46.42 | |
| 0.9990 | 5,071.07 | |
| 5.4727 | 8.95 |
Estimation Period:
Feb 28, 2020 to Dec 13, 2024
Feb 28, 2020 to Dec 13, 2024
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