VanEck Egypt Index ETF Fund MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0989 | 8.42 | |
| 0.5956 | 6.75 | |
| 0.0225 | 1.71 | |
| 0.8469 | 0.17 | |
| 0.7261 | 0.15 | |
| 0.0727 | 0.01 |
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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