Xtrackers MSCI China A Inclusion Equity ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 4.49 | |
| 0.1657 | 19.33 | |
| 0.9550 | 160.00 | |
| -0.0593 | -3.67 |
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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