Xtrackers MSCI China A Inclusion Equity ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6669 | 35.87 | |
| 0.1875 | 22.75 | |
| 0.2762 | 0.73 | |
| 0.2660 | 0.80 | |
| 0.6200 | 1.29 |
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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