Xtrackers MSCI All World ex US High Dividend Yield Equity ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0129 | -4.78 | |
| 0.1030 | 34.63 | |
| 0.8680 | 403.53 | |
| 0.6542 | 23.10 |
Estimation Period:
Aug 14, 2015 to Jul 19, 2024
Aug 14, 2015 to Jul 19, 2024
News Impact Curve
Volatility Forecasts
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