iShares iBonds Dec 2024 Term Treasury ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 12.46 | |
| 0.0556 | 4.10 | |
| 0.8575 | 127.51 | |
| 0.1553 | 8.92 |
Estimation Period:
Feb 28, 2020 to Dec 13, 2024
Feb 28, 2020 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
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