Global X MSCI China Industrials ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 11.48 | |
| 0.0412 | 5.09 | |
| 0.8983 | 155.30 | |
| 0.0662 | 5.88 |
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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