Xtrackers MSCI China A Inclusion Equity ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1481 | 6.55 | |
| 0.0366 | 6.37 | |
| 0.8525 | 110.53 | |
| 0.1118 | 5.50 |
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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