Global X MSCI China Energy ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 3.36 | |
| 0.0861 | 10.73 | |
| 0.9822 | 303.99 | |
| -0.0557 | -6.93 |
Estimation Period:
Jan 22, 2010 to Feb 16, 2024
Jan 22, 2010 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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