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Xtrackers MSCI All World ex US High Dividend Yield Equity ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, July 22, 2024 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Xtrackers MSCI All World ex US High Dividend Yield Equity ETF S0GARCH
paramt-stat
ω1.16712.66
α0.06602.84
β0.841519.92
γ1-2.6838-1.33
γ24.49721.52
γ3-1.3524-0.81
γ4-2.0084-1.77
γ53.91884.16
γ6-5.4779-5.23
γ75.68524.91
γ8-3.9872-4.04
γ91.77162.39
γ10-0.3163-0.60
Estimation Period:
Aug 14, 2015 to Jul 19, 2024
Impact of return on volatility tomorrow
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