iShares Currency Hedged MSCI Germany ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 0.76 | |
| 0.0668 | 5.33 | |
| 0.9810 | 221.09 | |
| -0.1083 | -23.74 |
Estimation Period:
Feb 18, 2014 to Aug 9, 2024
Feb 18, 2014 to Aug 9, 2024
News Impact Curve
Volatility Forecasts
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