Xtrackers MSCI All China Equity ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 7.89 | |
| 0.1805 | 24.67 | |
| 0.9628 | 414.45 | |
| -0.0861 | -9.18 |
Estimation Period:
Apr 30, 2014 to Mar 8, 2024
Apr 30, 2014 to Mar 8, 2024
News Impact Curve
Volatility Forecasts
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