iShares MSCI International Size Factor ETF MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 6.16 | |
| 0.0680 | 9.86 | |
| 0.9026 | 98.95 |
Estimation Period:
Jul 22, 2016 to Aug 9, 2024
Jul 22, 2016 to Aug 9, 2024
News Impact Curve
Volatility Forecasts
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