Xtrackers MSCI Germany Hedged Equity ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 19.33 | |
| 0.0687 | 5.96 | |
| 0.8228 | 123.76 | |
| 0.1568 | 9.44 |
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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