iShares Currency Hedged MSCI Germany ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4946 | 1.85 | |
| 0.1142 | 4.59 | |
| 0.7860 | 18.77 | |
| 1.9149 | 1.58 | |
| -3.4371 | -2.18 | |
| 2.5108 | 3.54 | |
| -1.2927 | -2.26 | |
| 0.7904 | 1.43 | |
| -1.4414 | -2.02 | |
| 2.1523 | 2.80 | |
| -2.7197 | -4.00 | |
| 3.4831 | 3.82 |
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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