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iShares iBonds Dec 2024 Term Treasury ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, December 16, 2024 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of iShares iBonds Dec 2024 Term Treasury ETF S0GARCH
paramt-stat
ω3.64373.63
α0.12821.87
β0.53553.82
γ113.82753.70
γ2-17.6618-2.95
γ38.82782.31
γ4-9.8608-3.82
γ54.95642.35
γ6-0.2609-0.15
γ71.87701.20
γ8-1.9696-1.79
Estimation Period:
Feb 28, 2020 to Dec 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts