VanEck Egypt Index ETF Fund AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1702 | 15.50 | |
| 0.1112 | 9.24 | |
| 0.8441 | 97.93 | |
| 0.2213 | 2.15 |
Estimation Period:
Feb 18, 2010 to Mar 15, 2024
Feb 18, 2010 to Mar 15, 2024
News Impact Curve
Volatility Forecasts
Other VanEck Egypt Index ETF Fund Analyses
Other AGARCH Analyses on ETFs