Expanding on that a bit, for JimRed's benefit (I know you already know this), the burden is on defendant to assert self defense. This is true at the immunity hearing, and at trial. But the standard of proof differs, between an immunity hearing, and a trial.
At the immunity hearing, the standard of proof is that more likely than not, defendant's actions were justified self defense - he had a reasonable fear of serious injury or death. At trial, once he's laid out his self defense claim, the burden is on the prosecution to prove that it was NOT self defense, and it must make this proof beyond a reasonable doubt.
It's easier (takes less evidence in favor of the self defense claim) to maintain self defense at trial, than it is to obtain it at the immunity hearing.
The general progression of "standard of proof" (state's burden) as one goes from suspect, to arrested, to charged, to pre-trial hearing, to trial (assuming the case doesn't collapse along the way) is that the earlier in the life of the case, the easier it is for the state to maintain its grip on defendant. It takes less evidence to justify a police arrest than it does for the prosecutor to charge. And so on, through motion for dismissal based on immunity, through trial. The standard of proof is highest at trial, lowest at arrest.