iShares FTSE China ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2054 | 6.01 | |
| 0.0743 | 3.40 | |
| 0.9060 | 36.60 | |
| 0.0165 | 2.57 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
News Impact Curve
Volatility Forecasts
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