Global X MSCI China Energy ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 8.63 | |
| 0.0193 | 4.79 | |
| 0.9431 | 198.71 | |
| 0.0482 | 7.07 |
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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