iShares Currency Hedged MSCI United Kingdom ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0018 | -0.37 | |
| 0.1644 | 18.42 | |
| 0.9586 | 289.34 | |
| -0.1495 | -20.33 |
Estimation Period:
Jul 15, 2015 to Oct 27, 2023
Jul 15, 2015 to Oct 27, 2023
News Impact Curve
Volatility Forecasts
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