Global X MSCI China Communication Services ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 6.47 | |
| 0.2004 | 21.12 | |
| 0.9461 | 188.83 | |
| -0.1216 | -10.20 |
Estimation Period:
Dec 6, 2018 to Feb 16, 2024
Dec 6, 2018 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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