iShares iBonds Dec 2025 Term Treasury ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 8.09 | |
| 0.0646 | 7.74 | |
| 0.8989 | 200.21 | |
| 0.0427 | 3.02 |
Estimation Period:
Feb 28, 2020 to Dec 12, 2025
Feb 28, 2020 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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