Global X MSCI China Energy ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0951 | 5.80 | |
| 0.0746 | 2.16 | |
| 0.8219 | 10.51 | |
| 0.5597 | 2.05 | |
| -1.1062 | -2.69 | |
| 1.3675 | 3.37 | |
| -1.8632 | -3.29 | |
| 1.7867 | 3.14 | |
| -0.9405 | -2.37 | |
| 0.3337 | 0.81 | |
| -0.4247 | -0.95 | |
| 0.0231 | 0.05 |
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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