FlexShares ESG & Climate Emerging Markets Core Index Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 1.87 | |
| 0.0921 | 5.27 | |
| 0.9858 | 314.66 | |
| -0.0323 | -3.53 |
Estimation Period:
Apr 20, 2022 to Apr 19, 2024
Apr 20, 2022 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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