iShares MSCI Germany Small-Cap ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1026 | 6.79 | |
| 0.0929 | 5.18 | |
| 0.8696 | 40.04 | |
| 0.0148 | 2.06 |
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 Spline-GARCH Analyses on ETFs