V-Lab
iShares iBoxx $ Investment Grade Corporate Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:4.32% (-6.01%)
Analysis last updated: Friday, May 3, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6882 | 6881610.00 | |
| 0.0618 | 618390.00 | |
| 0.5000 | 5000000.00 | |
| 0.0238 | 20.85 | |
| 0.9140 | 41.72 | |
| 0.0016 | 0.06 |
Estimation Period:
Jul 26, 2002 to May 3, 2024
Jul 26, 2002 to May 3, 2024
News Impact Curve
Volatility Forecasts
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