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Global X MSCI China Energy ETF 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 SGARCH
paramt-stat
ω1.09515.80
α0.07462.16
β0.821910.51
γ10.55972.05
γ2-1.1062-2.69
γ31.36753.37
γ4-1.8632-3.29
γ51.78673.14
γ6-0.9405-2.37
γ70.33370.81
γ8-0.4247-0.95
γ90.02310.05
Estimation Period:
Jan 22, 2010 to Feb 16, 2024
Impact of return on volatility tomorrow
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