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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.5222	4.68***
α ARCH Response to squared shocks	0.3015	45.19***
β GARCH Volatility persistence	0.9988	3,963.52***
ν DF Student-t tail thickness	5.4905	14.00***

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Ishares Investment Grade Corporate Bond Buywrite Strategy ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ishares Investment Grade Corporate Bond Buywrite Strategy ETF Analyses