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Global X MSCI China Energy ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, February 16, 2024 at 10:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Global X MSCI China Energy ETF S0GARCH
paramt-stat
ω1.08665.61
α0.07062.17
β0.839311.88
γ10.54191.92
γ2-1.0751-2.53
γ31.34673.24
γ4-1.8632-3.25
γ51.81173.17
γ6-0.9820-2.45
γ70.41850.98
γ8-0.6590-1.53
γ90.72622.92
Estimation Period:
Jan 22, 2010 to Feb 16, 2024
Impact of return on volatility tomorrow
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