Xtrackers MSCI Germany Hedged Equity ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0343 | 5.26 | |
| 0.7973 | 141.96 | |
| 0.1799 | 18.04 | |
| 0.0991 | 4.48 | |
| 0.2398 | 5.17 | |
| 0.6886 | 11.46 |
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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