Xtrackers MSCI All China Equity ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4892 | 5.70 | |
| 0.1342 | 4.41 | |
| 0.7906 | 21.39 | |
| -1.1046 | -4.69 | |
| 1.5995 | 4.10 | |
| -0.6539 | -2.23 | |
| 0.1825 | 0.92 | |
| -0.0282 | -0.24 |
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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