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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.2867	-19.03***
α ARCH Response to squared shocks	0.4327	24.01***
β GARCH Volatility persistence	0.8780	154.14***
γ leverage Additional response to negative shocks	-0.2753	-16.35***

V-Lab

Ishares Investment Grade Corporate Bond Buywrite Strategy ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ishares Investment Grade Corporate Bond Buywrite Strategy ETF Analyses