Global X MSCI China Health Care ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4633 | 12.02 | |
| 0.0247 | 3.79 | |
| 0.7821 | 68.28 | |
| 0.1690 | 7.00 |
Estimation Period:
Dec 12, 2018 to Feb 16, 2024
Dec 12, 2018 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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