VanEck Egypt Index ETF Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1406 | 16.64 | |
| 0.0960 | 3.35 | |
| 0.8645 | 93.75 | |
| 0.0107 | 0.32 |
Estimation Period:
Feb 18, 2010 to Mar 15, 2024
Feb 18, 2010 to Mar 15, 2024
News Impact Curve
Volatility Forecasts
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