Global X MSCI China Communication Services ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2664 | 8.85 | |
| 0.0147 | 3.73 | |
| 0.8309 | 91.71 | |
| 0.1880 | 5.91 |
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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