Xtrackers MSCI China A Inclusion Equity ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5427 | 2.57 | |
| 0.0931 | 2.54 | |
| 0.7098 | 7.40 | |
| -2.1252 | -0.96 | |
| 5.1065 | 1.78 | |
| -5.0439 | -5.29 | |
| 3.1457 | 5.00 | |
| -2.1569 | -2.43 | |
| 2.3461 | 2.01 | |
| -2.6016 | -2.56 | |
| 3.0975 | 2.55 |
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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