Xtrackers MSCI Germany Hedged Equity ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 6.54 | |
| 0.2176 | 14.81 | |
| 0.9593 | 444.52 | |
| -0.1088 | -9.73 |
Estimation Period:
Jun 13, 2011 to Mar 8, 2024
Jun 13, 2011 to Mar 8, 2024
News Impact Curve
Volatility Forecasts
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