iShares MSCI Colombia ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8703 | 2.83 | |
| 0.1362 | 3.84 | |
| 0.8217 | 24.96 | |
| -0.3102 | -2.23 | |
| 0.5444 | 2.70 | |
| -0.4315 | -2.39 |
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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