Xtrackers MSCI All China Equity ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4818 | 5.82 | |
| 0.1348 | 4.37 | |
| 0.7851 | 20.45 | |
| -1.1186 | -4.84 | |
| 1.6297 | 4.23 | |
| -0.7042 | -2.38 | |
| 0.2972 | 1.30 | |
| -0.3336 | -1.08 |
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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