iShares MSCI Germany Small-Cap ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 4.27 | |
| 0.1564 | 20.27 | |
| 0.9668 | 403.00 | |
| -0.0864 | -14.02 |
Estimation Period:
Jan 27, 2012 to Oct 27, 2023
Jan 27, 2012 to Oct 27, 2023
News Impact Curve
Volatility Forecasts
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