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Xtrackers MSCI All World ex US High Dividend Yield Equity ETF 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 SGARCH
paramt-stat
ω1.17242.68
α0.06602.85
β0.841219.88
γ1-2.7027-1.35
γ24.53591.54
γ3-1.3755-0.82
γ4-2.0193-1.78
γ53.96034.20
γ6-5.5382-5.29
γ75.75004.95
γ8-4.0464-4.02
γ91.82662.04
γ10-0.3935-0.28
Estimation Period:
Aug 14, 2015 to Jul 19, 2024
Impact of return on volatility tomorrow
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