iShares MSCI Colombia ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 7.41 | |
| 0.2155 | 22.63 | |
| 0.9737 | 426.31 | |
| -0.0627 | -7.18 |
Estimation Period:
Jun 20, 2013 to Aug 19, 2022
Jun 20, 2013 to Aug 19, 2022
News Impact Curve
Volatility Forecasts
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