iShares MSCI Germany Small-Cap ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8432 | 132.73 | |
| 0.1358 | 27.00 | |
| 0.3348 | 0.32 | |
| 0.7619 | 0.31 | |
| 0.0000 | 0.00 |
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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