iShares MSCI Colombia ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9069 | 2.90 | |
| 0.1379 | 3.76 | |
| 0.8201 | 25.23 | |
| -0.2739 | -2.07 | |
| 0.4597 | 2.54 | |
| -0.2499 | -3.46 |
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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