iShares Frontier and Select EM ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 11.12 | |
| 0.1146 | 23.36 | |
| 0.8583 | 179.40 | |
| 0.2733 | 13.46 |
Estimation Period:
Sep 13, 2012 to Jan 3, 2025
Sep 13, 2012 to Jan 3, 2025
News Impact Curve
Volatility Forecasts
Other iShares Frontier and Select EM ETF Analyses
Other AGARCH Analyses on ETFs