Xtrackers MSCI China A Inclusion Equity ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5497 | 2.52 | |
| 0.0961 | 2.68 | |
| 0.7213 | 8.25 | |
| -2.1370 | -0.95 | |
| 5.1057 | 1.75 | |
| -5.0050 | -5.16 | |
| 3.0835 | 4.79 | |
| -2.0421 | -2.23 | |
| 2.0530 | 1.73 | |
| -1.8646 | -1.95 | |
| 1.1550 | 1.95 |
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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