iShares MSCI Germany Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2633 | 6.20 | |
| 0.0944 | 5.09 | |
| 0.8636 | 38.04 | |
| 0.0430 | 2.46 | |
| -0.0545 | -2.49 |
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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