Xtrackers MSCI China A Inclusion Equity ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1522 | 6.07 | |
| 0.0965 | 19.16 | |
| 0.8370 | 122.53 | |
| 0.4986 | 2.41 |
Estimation Period:
Oct 20, 2015 to Mar 8, 2024
Oct 20, 2015 to Mar 8, 2024
News Impact Curve
Volatility Forecasts
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