Global X MSCI China Industrials ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1068 | 6.22 | |
| 0.0551 | 21.42 | |
| 0.9810 | 293.71 | |
| 4.5160 | 7.53 |
Estimation Period:
Dec 1, 2009 to Feb 16, 2024
Dec 1, 2009 to Feb 16, 2024
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