SPDR Bloomberg SASB Emerging Markets ESG Select ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 0.96 | |
| 0.1233 | 7.98 | |
| 0.9768 | 98.10 | |
| -0.0984 | -5.70 |
Estimation Period:
Jan 12, 2022 to Apr 6, 2023
Jan 12, 2022 to Apr 6, 2023
News Impact Curve
Volatility Forecasts
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