iShares MSCI Germany Small-Cap ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 13.40 | |
| 0.0230 | 6.60 | |
| 0.8974 | 258.16 | |
| 0.1029 | 11.89 |
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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