Xtrackers MSCI All China Equity ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0880 | 17.53 | |
| 0.0465 | 9.11 | |
| 0.8628 | 191.82 | |
| 0.1189 | 8.98 |
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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