Xtrackers MSCI Germany Hedged Equity ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0910 | 5.59 | |
| 0.1479 | 6.16 | |
| 0.8183 | 33.42 | |
| 0.0015 | 0.20 |
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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