Xtrackers Bloomberg US Investment Grade Corporate ESG ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0314 | -6.60 | |
| 0.2955 | 19.93 | |
| 0.9580 | 342.76 | |
| -0.1047 | -8.29 |
Estimation Period:
Mar 2, 2015 to Mar 8, 2024
Mar 2, 2015 to Mar 8, 2024
News Impact Curve
Volatility Forecasts
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