iShares MSCI Colombia ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 12.20 | |
| 0.0708 | 12.05 | |
| 0.8646 | 161.37 | |
| 0.0875 | 5.28 |
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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