iShares Currency Hedged MSCI Canada ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.10 | |
| 0.1405 | 16.23 | |
| 0.9794 | 422.51 | |
| -0.1118 | -11.42 |
Estimation Period:
Jul 10, 2015 to Oct 27, 2023
Jul 10, 2015 to Oct 27, 2023
News Impact Curve
Volatility Forecasts
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