Global X MSCI China Energy ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0866 | 5.61 | |
| 0.0706 | 2.17 | |
| 0.8393 | 11.88 | |
| 0.5419 | 1.92 | |
| -1.0751 | -2.53 | |
| 1.3467 | 3.24 | |
| -1.8632 | -3.25 | |
| 1.8117 | 3.17 | |
| -0.9820 | -2.45 | |
| 0.4185 | 0.98 | |
| -0.6590 | -1.53 | |
| 0.7262 | 2.92 |
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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