iShares iBonds Dec 2024 Term Treasury ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6437 | 3.63 | |
| 0.1282 | 1.87 | |
| 0.5355 | 3.82 | |
| 13.8275 | 3.70 | |
| -17.6618 | -2.95 | |
| 8.8278 | 2.31 | |
| -9.8608 | -3.82 | |
| 4.9564 | 2.35 | |
| -0.2609 | -0.15 | |
| 1.8770 | 1.20 | |
| -1.9696 | -1.79 |
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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