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iShares Currency Hedged MSCI Germany ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, August 12, 2024 at 09:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares Currency Hedged MSCI Germany ETF SGARCH
paramt-stat
ω1.49461.85
α0.11424.59
β0.786018.77
γ11.91491.58
γ2-3.4371-2.18
γ32.51083.54
γ4-1.2927-2.26
γ50.79041.43
γ6-1.4414-2.02
γ72.15232.80
γ8-2.7197-4.00
γ93.48313.82
Estimation Period:
Feb 18, 2014 to Aug 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts