Global X MSCI China Industrials ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 10.96 | |
| 0.1553 | 12.30 | |
| 0.9668 | 348.77 | |
| -0.0478 | -4.87 |
Estimation Period:
Dec 1, 2009 to Feb 16, 2024
Dec 1, 2009 to Feb 16, 2024
News Impact Curve
Volatility Forecasts
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