iShares Currency Hedged MSCI Canada ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8109 | 2.51 | |
| 0.1269 | 3.89 | |
| 0.8523 | 27.15 | |
| 0.2213 | 2.50 | |
| -0.2784 | -2.53 |
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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