Global X MSCI China Industrials ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0401 | 5.10 | |
| 0.6577 | 12.59 | |
| 0.1315 | 7.08 | |
| 0.1030 | 0.69 | |
| 0.1104 | 0.67 | |
| 0.8558 | 4.10 |
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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