iShares MSCI Germany Small-Cap ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 6.41 | |
| 0.0858 | 21.90 | |
| 0.8759 | 197.41 | |
| 0.6700 | 17.96 |
Estimation Period:
Jan 27, 2012 to Oct 27, 2023
Jan 27, 2012 to Oct 27, 2023
News Impact Curve
Volatility Forecasts
Other iShares MSCI Germany Small-Cap ETF Analyses
Other AGARCH Analyses on ETFs