Xtrackers MSCI All China Equity ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7557 | 51.55 | |
| 0.2096 | 22.74 | |
| 0.0985 | 0.99 | |
| 0.1096 | 1.17 | |
| 0.8503 | 6.34 |
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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