iShares iBonds Dec 2024 Term Treasury ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0605 | 4.15 | |
| 0.1060 | 2.08 | |
| 0.7500 | 9.46 | |
| 1.4079 | 2.81 | |
| -2.7570 | -3.75 | |
| 2.4429 | 5.24 |
Estimation Period:
Feb 28, 2020 to Dec 13, 2024
Feb 28, 2020 to Dec 13, 2024
News Impact Curve
Volatility Forecasts
Other iShares iBonds Dec 2024 Term Treasury ETF Analyses
Other Spline-GARCH Analyses on ETFs