iShares FTSE China ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 5.03 | |
| 0.1332 | 20.62 | |
| 0.9886 | 758.68 | |
| -0.0619 | -8.55 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
News Impact Curve
Volatility Forecasts
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